| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | AA | AB | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Strategy Name | Link | Algorithm Framework | Anomaly | TA/Mean and StdDev | Traditional Finance | Classic Statistics | Time-Series Analysis/ Modeling | ML/DL | Mean Reversion | Momentum | Pairs Trading | Highly Mathematical | 2020 | Tweeted | ||||||||||||||
2 | Dow 30 CAPM Ranking | https://www.quantconnect.com/tutorials/strategy-library/capm-alpha-ranking-strategy-on-dow-30-companies | 1 | ||||||||||||||||||||||||||
3 | Mean Reversion Momentum FX | https://www.quantconnect.com/tutorials/strategy-library/combining-mean-reversion-and-momentum-in-forex-market | 1 | 1 | 1 | 1 | |||||||||||||||||||||||
4 | Pairs Trading Copulas and Cointegration | https://www.quantconnect.com/tutorials/strategy-library/pairs-trading-copula-vs-cointegration | 1 | 1 | 1 | 1 | |||||||||||||||||||||||
5 | Dynamic Breakout | https://www.quantconnect.com/tutorials/strategy-library/the-dynamic-breakout-ii-strategy | 1 | 1 | |||||||||||||||||||||||||
6 | Dual Thrust Momentum | https://www.quantconnect.com/tutorials/strategy-library/dual-thrust-trading-algorithm | 1 | 1 | 1 | ||||||||||||||||||||||||
7 | Crude Oil to Predict Equity Returns | https://www.quantconnect.com/tutorials/strategy-library/can-crude-oil-predict-equity-returns | 1 | ||||||||||||||||||||||||||
8 | Pairs Trading Cointegration | https://www.quantconnect.com/tutorials/strategy-library/intraday-dynamic-pairs-trading-using-correlation-and-cointegration-approach | 1 | 1 | 1 | ||||||||||||||||||||||||
9 | FX Momentum | https://www.quantconnect.com/tutorials/strategy-library/the-momentum-strategy-based-on-the-low-frequency-component-of-forex-market | 1 | 1 | 1 | ||||||||||||||||||||||||
10 | Fundamental Factors | https://www.quantconnect.com/tutorials/strategy-library/stock-selection-strategy-based-on-fundamental-factors | 1 | 1 | |||||||||||||||||||||||||
11 | Stock Reversal | https://www.quantconnect.com/tutorials/strategy-library/short-term-reversal-strategy-in-stocks | 1 | ||||||||||||||||||||||||||
12 | Fundamental Factors Long/Short | https://www.quantconnect.com/tutorials/strategy-library/fundamental-factor-long-short-strategy | 1 | ||||||||||||||||||||||||||
13 | Asset Class Trend Following | https://www.quantconnect.com/tutorials/strategy-library/asset-class-trend-following | 1 | 1 | |||||||||||||||||||||||||
14 | Asset Class Momentum | https://www.quantconnect.com/tutorials/strategy-library/asset-class-momentum | 1 | 1 | |||||||||||||||||||||||||
15 | Residual Momentum | https://www.quantconnect.com/tutorials/strategy-library/residual-momentum | 1 | 1 | 1 | 1 | 1 | ||||||||||||||||||||||
16 | Sector Momentum | https://www.quantconnect.com/tutorials/strategy-library/sector-momentum | 1 | 1 | |||||||||||||||||||||||||
17 | Overnight Anomaly | https://www.quantconnect.com/tutorials/strategy-library/overnight-anomaly | 1 | ||||||||||||||||||||||||||
18 | FX Carry Trade | https://www.quantconnect.com/tutorials/strategy-library/forex-carry-trade | |||||||||||||||||||||||||||
19 | Volatility Effect in Stocks | https://www.quantconnect.com/tutorials/strategy-library/volatility-effect-in-stocks | 1 | ||||||||||||||||||||||||||
20 | FX Momentum | https://www.quantconnect.com/tutorials/strategy-library/forex-momentum | 1 | 1 | |||||||||||||||||||||||||
21 | Pairs Trading | https://www.quantconnect.com/tutorials/strategy-library/pairs-trading-with-stocks | 1 | 1 | 1 | ||||||||||||||||||||||||
22 | Short Term Reversal | https://www.quantconnect.com/tutorials/strategy-library/short-term-reversal | 1 | ||||||||||||||||||||||||||
23 | Momentum Effect in Stocks | https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-stocks | 1 | 1 | |||||||||||||||||||||||||
24 | Momentum Effect in Country Indices | https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-country-equity-indexes | 1 | 1 | |||||||||||||||||||||||||
25 | Mean Reversion in Country Indices | https://www.quantconnect.com/tutorials/strategy-library/mean-reversion-effect-in-country-equity-indexes | 1 | 1 | |||||||||||||||||||||||||
26 | Liquidity Effect in Stocks | https://www.quantconnect.com/tutorials/strategy-library/liquidity-effect-in-stocks | 1 | ||||||||||||||||||||||||||
27 | Volatility Risk Premium Effect | https://www.quantconnect.com/tutorials/strategy-library/volatility-risk-premium-effect | 1 | ||||||||||||||||||||||||||
28 | Momentum Effect in Commodities Futures | https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-commodities-futures | 1 | 1 | |||||||||||||||||||||||||
29 | Small Cap Premium Effect | https://www.quantconnect.com/tutorials/strategy-library/small-capitalization-stocks-premium-anomaly | 1 | ||||||||||||||||||||||||||
30 | Paired Switching | https://www.quantconnect.com/tutorials/strategy-library/paired-switching | 1 | 1 | |||||||||||||||||||||||||
31 | Term Structure Effect in Commodity Futures | https://www.quantconnect.com/tutorials/strategy-library/term-structure-effect-in-commodities | 1 | ||||||||||||||||||||||||||
32 | Momentum Effect Combined with Term Structure in Commodity Futures | https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-combined-with-term-structure-in-commodities | 1 | ||||||||||||||||||||||||||
33 | Book-to-Market Anomaly | https://www.quantconnect.com/tutorials/strategy-library/book-to-market-value-anomaly | 1 | ||||||||||||||||||||||||||
34 | Gold Timing | https://www.quantconnect.com/tutorials/strategy-library/gold-market-timing | |||||||||||||||||||||||||||
35 | Turn of the Month in Equity Indexes | https://www.quantconnect.com/tutorials/strategy-library/turn-of-the-month-in-equity-indexes | 1 | ||||||||||||||||||||||||||
36 | Momentum-Short Term Reversal Strategy | https://www.quantconnect.com/tutorials/strategy-library/momentum-short-term-reversal-strategy | 1 | 1 | |||||||||||||||||||||||||
37 | Pairs Trading with Country ETFs | https://www.quantconnect.com/tutorials/strategy-library/pairs-trading-with-country-etfs | 1 | 1 | 1 | ||||||||||||||||||||||||
38 | Sentiment and Style Rotation Effect in Stocks | https://www.quantconnect.com/tutorials/strategy-library/sentiment-and-style-rotation-effect-in-stocks | 1 | 1 | |||||||||||||||||||||||||
39 | Asset Growth Effect | https://www.quantconnect.com/tutorials/strategy-library/asset-growth-effect | 1 | ||||||||||||||||||||||||||
40 | Momentum and State of Market Filters | https://www.quantconnect.com/tutorials/strategy-library/momentum-and-state-of-market-filters | 1 | 1 | |||||||||||||||||||||||||
41 | Accrual Anomaly | https://www.quantconnect.com/tutorials/strategy-library/accrual-anomaly | 1 | ||||||||||||||||||||||||||
42 | Momentum in Mutual Funds | https://www.quantconnect.com/tutorials/strategy-library/momentum-in-mutual-fund-returns | 1 | 1 | 1 | 1 | 1 | ||||||||||||||||||||||
43 | Momentum and Style Rotation Effect | https://www.quantconnect.com/tutorials/strategy-library/momentum-and-style-rotation-effect | 1 | 1 | |||||||||||||||||||||||||
44 | Trading the WTI Brent Spread | https://www.quantconnect.com/tutorials/strategy-library/trading-with-wti-brent-spread | 1 | 1 | 1 | 1 | |||||||||||||||||||||||
45 | Momentum Effect in REITs | https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-reits | 1 | 1 | |||||||||||||||||||||||||
46 | Option Expiration Week Effect | https://www.quantconnect.com/tutorials/strategy-library/option-expiration-week-effect | 1 | ||||||||||||||||||||||||||
47 | Earnings Quality Factor | https://www.quantconnect.com/tutorials/strategy-library/earnings-quality-factor | 1 | ||||||||||||||||||||||||||
48 | January Effect in Stocks | https://www.quantconnect.com/tutorials/strategy-library/january-effect-in-stocks | 1 | ||||||||||||||||||||||||||
49 | Momentum and Reversal combined with Volatility Effect in Stocks | https://www.quantconnect.com/tutorials/strategy-library/momentum-and-reversal-combined-with-volatility-effect-in-stocks | 1 | 1 | |||||||||||||||||||||||||
50 | ROA Effect in Stocks | https://www.quantconnect.com/tutorials/strategy-library/roa-effect-within-stocks | 1 | ||||||||||||||||||||||||||
51 | January Barometer | https://www.quantconnect.com/tutorials/strategy-library/january-barometer | 1 | ||||||||||||||||||||||||||
52 | Lunar Cycle in Equity Market | https://www.quantconnect.com/tutorials/strategy-library/lunar-cycle-in-equity-market | 1 | ||||||||||||||||||||||||||
53 | VIX Predicts Stock Index Returns | https://www.quantconnect.com/tutorials/strategy-library/vix-predicts-stock-index-returns | 1 | ||||||||||||||||||||||||||
54 | Combining Momentum Effect with Volume | https://www.quantconnect.com/tutorials/strategy-library/combining-momentum-effect-with-volume | 1 | 1 | |||||||||||||||||||||||||
55 | Short Term Reversal with Futures | https://www.quantconnect.com/tutorials/strategy-library/short-term-reversal-with-futures | 1 | ||||||||||||||||||||||||||
56 | Pre-Holiday Effect | https://www.quantconnect.com/tutorials/strategy-library/pre-holiday-effect | 1 | ||||||||||||||||||||||||||
57 | Beta Factors in Stocks | https://www.quantconnect.com/tutorials/strategy-library/beta-factors-in-stocks | 1 | ||||||||||||||||||||||||||
58 | Exploiting Term Structure of VIX Futures | https://www.quantconnect.com/tutorials/strategy-library/exploiting-term-structure-of-vix-futures | |||||||||||||||||||||||||||
59 | 12 Month Cycle in Cross-Section of Stocks Returns | https://www.quantconnect.com/tutorials/strategy-library/12-month-cycle-in-cross-section-of-stocks-returns | 1 | ||||||||||||||||||||||||||
60 | Momentum Effect in Stocks in Small Portfolios | https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-stocks-in-small-portfolios | 1 | 1 | |||||||||||||||||||||||||
61 | Value Effect within Countries | https://www.quantconnect.com/tutorials/strategy-library/value-effect-within-countries | 1 | ||||||||||||||||||||||||||
62 | Beta Factors within Countries | https://www.quantconnect.com/tutorials/strategy-library/beta-factor-in-country-equity-indexes | 1 | 1 | |||||||||||||||||||||||||
63 | P/E Anomaly | https://www.quantconnect.com/tutorials/strategy-library/price-earnings-anomaly | 1 | ||||||||||||||||||||||||||
64 | Fama French 5 Factors | https://www.quantconnect.com/tutorials/strategy-library/fama-french-five-factors | 1 | ||||||||||||||||||||||||||
65 | Mean-Reversion Statistical Arbitrage Strategy in Stocks | https://www.quantconnect.com/tutorials/strategy-library/mean-reversion-statistical-arbitrage-strategy-in-stocks | 1 | 1 | 1 | 1 | |||||||||||||||||||||||
66 | Expected Idiosyncratic Skewness | https://www.quantconnect.com/tutorials/strategy-library/expected-idiosyncratic-skewness | 1 | 1 | |||||||||||||||||||||||||
67 | Risk Premia in FX Markets | https://www.quantconnect.com/tutorials/strategy-library/risk-premia-in-forex-markets | 1 | ||||||||||||||||||||||||||
68 | Seasonality Effect based on Same-Calendar Month Returns | https://www.quantconnect.com/tutorials/strategy-library/seasonality-effect-based-on-same-calendar-month-returns | |||||||||||||||||||||||||||
69 | Standardized Unexpected Earnings | https://www.quantconnect.com/tutorials/strategy-library/standardized-unexpected-earnings | 1 | ||||||||||||||||||||||||||
70 | Improved Momentum Strategy on Commodities Futures | https://www.quantconnect.com/tutorials/strategy-library/improved-momentum-strategy-on-commodities-futures | 1 | 1 | |||||||||||||||||||||||||
71 | Commodities Futures Trend Following | https://www.quantconnect.com/tutorials/strategy-library/commodities-futures-trend-following | 1 | 1 | |||||||||||||||||||||||||
72 | Forecasting Stock Prices using a Temporal CNN Model | https://www.quantconnect.com/tutorials/strategy-library/forecasting-stock-prices-using-a-temporal-cnn-model | 1 | 1 | 1 | 1 | 1 | ||||||||||||||||||||||
73 | Leveraged ETFs with Systematic Risk Management | https://www.quantconnect.com/tutorials/strategy-library/leveraged-etfs-with-systematic-risk-management | 1 | 1 | 1 | 1 | |||||||||||||||||||||||
74 | Ichimoku Clouds in the Energy Sector | https://www.quantconnect.com/tutorials/strategy-library/ichimoku-clouds-in-the-energy-sector | 1 | 1 | 1 | ||||||||||||||||||||||||
75 | Intraday ETF Momentum | https://www.quantconnect.com/tutorials/strategy-library/intraday-arbitrage-between-index-etfs | 1 | 1 | 1 | 1 | 1 | ||||||||||||||||||||||
76 | Intraday Arbitrage Between Index ETFs | 1 | 1 | 1 | 1 | 1 | |||||||||||||||||||||||
77 | Optimal Pairs Trading | https://www.quantconnect.com/tutorials/strategy-library/optimal-pairs-trading | 1 | 1 | 1 | 1 | 1 | 1 | |||||||||||||||||||||
78 | SVM Wavelet Forecasting | https://www.quantconnect.com/tutorials/strategy-library/svm-wavelet-forecasting | 1 | 1 | 1 | 1 | 1 | 1 | |||||||||||||||||||||
79 | Gradient Boosting Model Forecasting | https://www.quantconnect.com/tutorials/strategy-library/gradient-boosting-model | 1 | 1 | 1 | 1 | 1 | ||||||||||||||||||||||
80 | Using News Sentiment to Predict Price Direction of Drug Manufacturers | https://www.quantconnect.com/tutorials/strategy-library/using-news-sentiment-to-predict-price-direction-of-drug-manufacturers | 1 | 1 | 1 | ||||||||||||||||||||||||
81 | G-Score Factor Investing | https://www.quantconnect.com/tutorials/strategy-library/g-score-investing | 1 | 1 | 1 | 1 | |||||||||||||||||||||||
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