Page Inspect

Homepage - QuantPedia

PricingProductHow it worksAboutBlogResourcesAwards

Sign Up Log In

The Encyclopedia of Algorithmic and Quantitative Trading Strategies

Turn Academic Research Into Your Trading Advantage

##### Save your time

We’ve already read **tens of thousands of financial research papers**

##### Get trading ideas

We've identified **more than 1000 attractive trading systems** together with hundreds of related academic papers

##### Choose your strategy

- **Market timing** and **trend following**
- **Asset allocation** and **stock picking**
- **Equities**, **bonds**, **commodities** or **FX**



How do we create strategies

1

We are **continually building a database** of ideas for quantitative trading strategies derived out of the academic research papers.

2

We read a lot of papers, select the best and **extract trading rules** in plain language, performance and risk characteristics and various other descriptive attributes.

3

**Selected strategies** are then added into the existing Quantpedia structure. Users can screen categorized strategies, examine related strategies or review visualized comparisons.

Testimonials

Quantpedia has curated an impressive collection of strategies based on academic research, covering styles, industries and asset classes from around the world. It is a valuable resource to any financial institution seeking to improve their understanding.

Jared Broad
QuantConnect
CEO & Founder

Quantpedia provides plenty of inspiration. I'm continually impressed with how the site is kept up to date with fresh strategies and features. The team do not sugarcoat anything. They present all the important facts so you can quickly understand a strategy and get to work.

J. B. Marwood
independent trader,
investor & writer

A very useful tool for quantitative portfolio managers to get new ideas for tactical asset allocation strategies.

Igor Vilcek
VUB Generali
Chief Investment Officer

Top finance institutions in Wall Street are using Quantpedia. See our customers

#### "A Guide Through the Investing Maze" as featured in

See examples!

Browse our free strategies

Title of Strategy

Period of Rebalancing

Markets Traded

Indicative Performance

Volatility

Keywords

Asset Class Trend-Following

Monthly

bonds, commodities, equities, REITs

11.27%

6.87%

asset class picking, momentum, trend-following

Time Series Momentum Effect

Monthly

bonds, commodities, currencies, equities

20.7%

15.74%

factor investing, momentum, smart beta

Payday Anomaly

Daily

equities

2.57%

4.31%

market timing, seasonality

Skewness Effect in Commodities

Monthly

commodities

8.01%

10.2%

factor investing, smart beta, volatility effect

Browse Strategies

Quantpedia Prime

Designed specifically for aspiring quants and individual investors, Quantpedia Prime offers access to ideas for 100+ essential systematic trading and investing strategies. It’s oriented mainly towards tactical asset allocation, market timing, and seasonality strategies that are easy to understand and replicate. Additionally, it grants access to a few necessary simple and user-friendly modeling tools that help with portfolio construction.

Quantpedia Premium

Quantpedia database has ~70 free strategies, and Quantpedia Premium is a product for more adept quants, who will get unrestricted access to our Screener and, therefore, access to all ideas for less-known/unique Quantpedia Premium strategies (900+), together with the extracted description, trading rules, risk and return characteristics, links to source academic papers, and out-of-sample implementation in python code. Additionally, users will have access to the same essential portfolio modeling tools as in the case of Quantpedia Prime.

Quantpedia Pro

new feature

Quantpedia Pro is the ultimate tool for quantitive analysis of multi-asset, multi-strategy portfolios. Quantpedia Pro users have access to all of the content available in Quantpedia Premium (all 900+ strategies) plus all additional advanced features, such as unrestricted portfolio builder with custom benchmarks and all 30+ Quantpedia Pro reports that allow users to analyze model portfolios and their performance, relationships, assembling, factor exposures, correlations, clustering, and market risks.

Subscription Form

### **Subscribe for Newsletter**
###### Be first to know, when we publish new content

Select Your ProfessionRetail Trader / Individual InvestorWealth Manager / AdvisorStudent / AcademicsQuant / Trader / Portfolio Manager

I agree that Quantpedia may process my personal information in accordance with Quantpedia Privacy Policy

Subscribe

The Encyclopedia of Quantitative Trading Strategies

Product

- Pricing
- Screener
- Charts
- Consulting
- Quantpedia Awards

About us

- About us
- How it works
- Clients & References
- FAQ
- Blog

Support

- Contact
- Privacy Policy
- Terms of Service
- Affiliate
- Links & Tools

Follow us

Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure: Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.



© 2025 Quantpedia.com. All rights reserved.

The Encyclopedia of Quantitative Trading Strategies

×

### Log in

Remember Me



Forgot Password

### Sign-up for free to continue

You’ve reached your limit for viewing up to 5 strategies for free

Upgrade your subscription

By signing up you agree with our terms & conditions

Do you have an acount? Login here.

**Close** ×

After free sign-up you’ll be able to browse all free strategies in our library for free

We are using cookies to give you the best experience on our website. To learn more, see our Privacy Policy.

Accept

MORE INFO

We boasts a total prize pool of $15,000

Quantpedia Days Bring 1+1 Special Offer

MORE INFO

Quantpedia Days

Bring 1+1 Special Offer



Close GDPR Cookie Settings

- Privacy Overview
- Strictly Necessary Cookies

Powered by  GDPR Cookie Compliance

Privacy Overview

This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.

Strictly Necessary Cookies

Strictly Necessary Cookie should be enabled at all times so that we can save your preferences for cookie settings.

Enable or Disable Cookies  Enabled Disabled

If you disable this cookie, we will not be able to save your preferences. This means that every time you visit this website you will need to enable or disable cookies again.

Enable All Save Settings