Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 50 Free and 101 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
158Quantpedia Premium (Buy Premium account to see this strategy)     
159Quantpedia Premium (Buy Premium account to see this strategy)     
161Quantpedia Premium (Buy Premium account to see this strategy)     
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32%0%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
164Quantpedia Premium (Buy Premium account to see this strategy)     
168Quantpedia Premium (Buy Premium account to see this strategy)     
181Quantpedia Premium (Buy Premium account to see this strategy)     
189Quantpedia Premium (Buy Premium account to see this strategy)     
191Quantpedia Premium (Buy Premium account to see this strategy)     
195Quantpedia Premium (Buy Premium account to see this strategy)     
196Quantpedia Premium (Buy Premium account to see this strategy)     
198Exploiting Term Structure of VIX FuturesDailyequities19.67%0%volatility effect, volatility premium
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, financial statements effect, smart beta, stock picking
206Quantpedia Premium (Buy Premium account to see this strategy)     
207Value Factor Effect within CountriesYearlyequities14.7%26.1%country picking, factor investing, rotational system, smart beta, value
210Quantpedia Premium (Buy Premium account to see this strategy)     
212Quantpedia Premium (Buy Premium account to see this strategy)     
213Quantpedia Premium (Buy Premium account to see this strategy)     
215Quantpedia Premium (Buy Premium account to see this strategy)     
219Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 50 Free and 101 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in