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The Encyclopedia of Algorithmic and Quantitative Trading Strategies
Turn Academic Research Into Your Trading Advantage

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We've already read tens of thousands of financial research papers

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We've identified more than 600 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

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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 [barrons-lo]

See examples!
Browse our free strategies

   Title of      Period of    Markets    Indicative  Volatility    Keywords
   Strategy     Rebalancing    Traded    Performance
                            bonds,                              asset class
Asset Class     Monthly     commodities, 11.27%      6.87%      picking,
Trend-Following             equities,                           momentum,
                            REITs                               trend-following
                            bonds,                              factor
Time Series     Monthly     commodities, 20.7%       15.74%     investing,
Momentum Effect             currencies,                         momentum, smart
                            equities                            beta
Payday Anomaly  Daily       equities     2.57%       4.31%      market timing,
                                                                seasonality
                                                                factor
Skewness Effect                                                 investing,
in Commodities  Monthly     commodities  8.01%       10.2%      smart beta,
                                                                volatility
                                                                effect

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exposures, correlations and market risks.

Sample out-of-sample implementation

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