We’ve already read tens of thousands of financial research papers
We've identified more than 1000 attractive trading systems together with hundreds of related academic papers
Market timing and trend following, Asset allocation and stock picking, Equities, bonds, commodities or FX
We are continually building a database of ideas for quantitative trading strategies derived out of the academic research papers.
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.
Selected strategies are then added into the existing Quantpedia structure. Users can screen categorized strategies, examine related strategies or review visualized comparisons.
| 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 |
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 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 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.
