Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 82 Free and 0 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
207Value Factor – CAPE Effect within CountriesYearlyequities14.7%26.1%country picking, factor investing, rotational system, smart beta, value
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
238Reversal in Post-Earnings Announcement DriftDailyequities40.32% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.2%11.11%earnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
290Consistent Momentum Strategy6 Monthsequities16.08%25.33%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
307Reversal During Earnings-AnnouncementsDailyequities6.5%3.76%earnings announcement, equity long short, reversal, stock picking, trading earnings
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%equity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking, value
419Payday AnomalyDailyequities2.57%4.31%market timing, seasonality
460ESG Level Factor Investing StrategyYearlyequities3.25% alternative data, equity long short, ESG investing, factor investing, smart beta, stock picking
461ESG Factor Momentum StrategyMonthlyequities2.23%2.5%alternative data, equity long short, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking
522ESG, Price Momentum and Stochastic OptimizationMonthlyequities17.47%13.49%alternative data, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking
537The Positive Similarity of Company Filings and Stock ReturnsMonthlyequities5.47%6.48%alternative data, equity long short, factor investing, fundamental analysis, machine learning, smart beta, stock picking
578Combining Smart Factors Momentum and Market PortfolioMonthlyequities11.91%10.46%equity long short, factor allocation, factor investing, momentum, rotational system, smart beta, stock picking, value
661Market Sentiment and an Overnight AnomalyDailyequities15.58%7.33%alternative data, machine learning, market timing, sentiment trading, trend-following
662How to Use Lexical Density of Company FilingsMonthlyequities8.16%10.4%alternative data, equity long short, machine learning
663R&D Expenditures and Stock ReturnsYearlyequities4.67%8.2%equity long short, smart beta, stock picking
664Return Asymmetry Effect in Commodity FuturesMonthlycommodities4.36%7.53%smart beta
701Rebalancing Premium in CryptocurrenciesDailycryptos7.65%2.62%cryptocurrencies, diversification, short selling
We've found 82 Free and 0 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in