Quant Buffet
Filter peer-reviewed quant strategies by market, region, or asset class—open any row for backtests, papers, and Python.
About 20% of this library is free (282 of 1411). The rest requires a paid plan — one unlock covers English and Chinese.
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Showing 151–200 of 1411
| No. | Strategy name | Annualised return | Sharpe ratio | Region | Market | Asset class | Frequency | Plan | Collect | Link |
|---|---|---|---|---|---|---|---|---|---|---|
| 151 | Developed Markets Currency Carry Trade Using Forward Discount | 3.83% | 0.69 | Global | Currency | CFDs, Forwards, Futures, Swaps | Monthly | Free | — | Open |
| 152 | Size and Investment Intersection Strategy | 6.77% | 0.74 | United states | Equity | Stocks | Yearly | Free | — | Open |
| 153 | Residual Alpha Momentum Strategy on Large-Cap US Stocks | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 154 | Ramadan Equity Rotation Strategy in Muslim-Majority Markets | -5.01% | -0.13 | Emerging markets | Equity | ETFs, Funds | Monthly | Free | — | Open |
| 155 | All-Time High Breakout with ATR Trailing Stop | 7.78% | 0.70 | Global | Equity | Stocks | Daily | Free | — | Open |
| 156 | Lagged Momentum Rotation Strategy in US REITs | 6.00% | 0.63 | United states | Equity | REITs | Monthly | Free | — | Open |
| 157 | High-Volatility Momentum-Reversal Strategy in Large-Cap Stocks | 1.44% | 0.17 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 158 | UK Top-10 Momentum Long-Short Equity Strategy | 6.60% | 0.73 | Global | Equity | Stocks | Yearly | Free | — | Open |
| 159 | Contango-Backwardation VIX Futures Hedge Strategy | 7.89% | 0.63 | United states | Equity | Futures | Daily | Free | — | Open |
| 160 | ROA Decile Spread Strategy by Market Cap | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 161 | Global Low-CAPE Value Strategy with Annual Rebalance | 5.73% | 0.35 | Global | Equity | ETFs | Yearly | Free | — | Open |
| 162 | Quality Factor Long-Short Portfolio by Market Cap | 6.77% | 0.74 | United states | Equity | Stocks | Yearly | Free | — | Open |
| 163 | Earnings Disagreement Put Spread Strategy on S&P 100 Options | 5.56% | 0.47 | United states | Equity | Options | Monthly | Free | — | Open |
| 164 | Reversal in Post-Earnings Announcement Drift | 1.44% | 0.17 | United states | Equity | Stocks | Daily | Free | — | Open |
| 165 | Pre-Earnings Buyback Announcement Momentum Strategy | 6.00% | 0.63 | United states | Equity | Stocks | Daily | Free | — | Open |
| 166 | Commodity Futures Skewness-Based Long-Short Monthly Strategy | -0.48% | 0.07 | Global | Commodity | CFDs, Futures | Monthly | Free | — | Open |
| 167 | Consistent Momentum Long-Short Portfolio with Six-Month Hold | 6.00% | 0.63 | United states | Equity | Stocks | Semi-annually | Free | — | Open |
| 168 | Earnings Announcement Size-Sorted Short-Term Reversal Strategy | 1.44% | 0.17 | United states | Equity | Stocks | Daily | Free | — | Open |
| 169 | FSCORE-Enhanced Short-Term Reversal Strategy on Large-Cap Stocks | 1.44% | 0.17 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 170 | Mid-Month Payday S&P500 Strategy | 8.24% | 0.51 | United states | Equity | CFDs, ETFs, Futures | Daily | Free | — | Open |
| 171 | ESG Factor Long-Short North America Strategy | 6.00% | 0.63 | United states | Equity | Stocks | Yearly | Free | — | Open |
| 172 | ESG Factor Momentum Strategy | 6.00% | 0.63 | Global | Equity | Stocks | Monthly | Free | — | Open |
| 173 | The Positive Similarity of Company Filings and Stock Returns | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 174 | Combining Smart Factors Momentum and Market Portfolio | 3.82% | 0.36 | Global | Equity | ETFs, Stocks | Monthly | Free | — | Open |
| 175 | Market Sentiment and an Overnight Anomaly | 6.77% | 0.74 | United states | Equity | ETFs | Daily | Free | — | Open |
| 176 | How to Use Lexical Density of Company Filings | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 177 | R&D Expenditures and Stock Returns | 9.77% | 0.63 | United states | Equity | Stocks | Yearly | Free | — | Open |
| 178 | Return Asymmetry Effect in Commodity Futures | 6.77% | 0.74 | Global | Commodity | Futures | Monthly | Free | — | Open |
| 179 | Implied Asset Volatility Factor | 8.48% | 0.69 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 180 | Employee Satisfaction Factor | 6.00% | 0.63 | United states | Equity | Stocks | Yearly | Free | — | Open |
| 181 | Quarterly Investment Spikes Predict Stock Returns | 6.77% | 0.74 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 182 | Carry in Corporate Bonds | 8.75% | 0.56 | United states | Bond | Bond | Monthly | Free | — | Open |
| 183 | Size Factor in Corporate Bonds | 6.75% | 0.45 | United states | Bond | Bond | Monthly | Free | — | Open |
| 184 | Fair Spread Value Factor in Corporate Bonds | 6.75% | 0.45 | United states | Bond | Bond | Monthly | Free | — | Open |
| 185 | Multifactor Corporate Bond Strategy | 6.75% | 0.45 | United states | Bond | Bond | Monthly | Free | — | Open |
| 186 | Liquidity Volatility in Stocks | 7.89% | 0.63 | Global | Equity | Stocks | Monthly | Free | — | Open |
| 187 | Stock and Bond Returns Predict Currency Returns | 6.38% | 0.41 | Global | Currency | CFDs, Forwards, Futures | Monthly | Free | — | Open |
| 188 | Expected Options Return Predictability Using Machine Learning | 11.49% | 0.73 | United states | Equity | Options | Monthly | Free | — | Open |
| 189 | Rebalancing Premium in Cryptocurrencies | 51.42% | 0.96 | Global | Crypto | Crypto | Daily | Free | — | Open |
| 190 | Not-sold Insider Holdings Effect | 5.56% | 0.47 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 191 | Machine Learning in News Articles Predicts Stock Returns | 7.89% | 0.63 | United states | Equity | Stocks | Daily | Free | — | Open |
| 192 | Debt-Equity Spread in Equities | 3.47% | 0.73 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 193 | Debt-Equity Spread in Bonds | 3.47% | 0.73 | United states | Bond | Bond | Monthly | Free | — | Open |
| 194 | Using Machine Learning to Identify Mispricing in European Stock Markets | 5.87% | 0.37 | Europe | Equity | Stocks | Monthly | Free | — | Open |
| 195 | Benchmarks Portfolios with Decreasing Carbon Footprints | 5.56% | 0.47 | Global | Equity | Stocks | Yearly | Free | — | Open |
| 196 | Anti-Matthew Effect | 6.77% | 0.74 | United states | Equity | Stocks | Yearly | Free | — | Open |
| 197 | Short-selling Factor in Corporate Bonds | 6.75% | 0.45 | United states | Bond | Bond | Monthly | Free | — | Open |
| 198 | Quantile Curves and the VRP | 11.49% | 0.73 | United states | Equity | Options, Stocks | Monthly | Free | — | Open |
| 199 | Extrapolation in China | 7.54% | 0.58 | China | Equity | Stocks | Weekly | Free | — | Open |
| 200 | Sentiment Beta in China | 6.52% | 0.39 | China | Equity | Stocks | Monthly | Free | — | Open |