the encyclopedia of quantitative trading strategies

How do we make strategies

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

We learn a lot of papers, pick out the best and extract trading rules in plain oral communicatio, performance and risk characteristics and various other synchronic attributes.

Chosen strategies are then added into the existing Quantpedia social organization. Users can screen categorized strategies, examine related strategies or review visualized comparisons.

Quantpedia has curated an impressive collection of strategies supported academic research, covering styles, industries and asset classes from some the world. Information technology is a valuable resourcefulness to any financial organisation seeking to improve their understanding.

Jared Broad
QuantConnect
CEO danamp; Founder

Quantpedia provides plenty of inspiration. I'm continually affected with how the website is preserved up to now with fresh strategies and features. The team do not sugarcoat anything. They present all the important facts so you can quickly infer a scheme and get to work.

J. B. Marwood
independent trader,
investor danampere; writer

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

Igor Vilcek
VUB Generali
Of import Investment funds Officer

See examples!

Browse our free strategies

Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
Plus Class Trend-Following	Monthly	bonds, commodities, equities, REITs	11.27%	6.87%	asset grade pick, momentum, trend-following
Time Series Momentum Effect	Time unit	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 Gist in Commodities	Monthly	commodities	8.01%	10.2%	factor investing, smart beta, volatility effect

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Quantpedia Pro allows users to combine Quantpedia model strategies, passive market factors and custom fairness curves to form multi-factor and multi-strategy mannequin portfolios. Users can analyse model portfolios and their performance, relationships, assembling, factor exposures, correlations and market risks.

Sample out-of-sample implementation