quantpedia the encyclopedia of quantitative trading strategies

How doh we create strategies

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

We read a heap of papers, select the best and extract trading rules in manifestly language, performance and risk characteristics and single other synchronous attributes.

Selected strategies are then added into the alive Quantpedia body structure. Users can screen categorized strategies, examine related strategies operating theatre inspection unreal comparisons.

Quantpedia has curated an stately collection of strategies settled on academic explore, covering styles, industries and plus classes from around the world. It is a worth imagination to whatsoever financial organisation seeking to improve their reason.

Jared Liberal
QuantConnect
CEO danamp; Founder

Quantpedia provides plenty of inspiration. I'm continually impressed with how the place is well-kept to date with fresh strategies and features. The team up do not sugarcoat anything. They present complete the important facts so you force out quickly understand a scheme and get to work.

J. B. Marwood
independent monger,
investor danamp; writer

A very useful tool for quantitative portfolio managers to get raw ideas for military science asset allocation strategies.

Igor Vilcek
VUB Generali
Important Investment Officer

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 pick, impulse, trend-following
Time Series Impulse Set up	Monthly	bonds, commodities, currencies, equities	20.7%	15.74%	factor out investment, momentum, smart beta
Payday Anomaly	Daily	equities	2.57%	4.31%	market timing, seasonality
Skewness Effect in Commodities	Unit of time	commodities	8.01%	10.2%	cistron investing, smart beta, volatility effect

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late feature

Quantpedia In favor allows users to combine Quantpedia model strategies, passive market factors and custom equity curves to build multi-factor and multi-scheme model portfolios. Users can analyze posture portfolios and their performance, relationships, assembling, factor exposures, correlations and market risks.

Sample out-of-sample implementation