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 251–300 of 1411
| No. | Strategy name | Annualised return | Sharpe ratio | Region | Market | Asset class | Frequency | Plan | Collect | Link |
|---|---|---|---|---|---|---|---|---|---|---|
| 251 | Overconfidence Factor in China | 7.54% | 0.58 | China | Equity | Stocks | Monthly | Free | — | Open |
| 252 | Credit-Informed Tactical Asset Allocation | 6.00% | 0.63 | United states | Equity | ETFs, Futures | Daily | Free | — | Open |
| 253 | Sentiment Factor in the Cross-Section of Commodity Futures | 6.75% | 0.45 | Global | Commodity | Futures | Monthly | Free | — | Open |
| 254 | Institutional Ownership Enhances Macro Factor Returns | 6.00% | 0.63 | United states | Equity | Stocks | Quarterly | Free | — | Open |
| 255 | Retail Ownership Enhances Non-Macro Factor Returns | 6.00% | 0.63 | United states | Equity | Stocks | Quarterly | Free | — | Open |
| 256 | Disposition Effect in China | 7.54% | 0.58 | China | Equity | Stocks | Yearly | Free | — | Open |
| 257 | Coreversal in Chinese Equities | 1.67% | 0.20 | China | Equity | Stocks | Monthly | Free | — | Open |
| 258 | Enduring Momentum in Stocks | 6.00% | 0.63 | United states | Equity | Stocks | Semi-annually | Free | — | Open |
| 259 | Geopolitical Risk and the Cross-Section of Cryptocurrency Returns | 65.79% | 1.14 | Global | Crypto | Crypto | Weekly | Free | — | Open |
| 260 | Changes in Ownership Breadth Predict Performance of Equity Factors | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 261 | Afternoon Reversal Trading Strategy | 1.44% | 0.17 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 262 | Hierarchical Stock Momentum | 8.48% | 0.69 | Global | Equity | Stocks | Monthly | Free | — | Open |
| 263 | Max Pain Strategy – Stock Return Predictability at Options Expiration | 11.49% | 0.73 | United states | Equity | Stocks | Weekly | Free | — | Open |
| 264 | Combined Momentum and Nearness to 52-week High | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 265 | Absolute Delta Beta Strategy in Chinese Equities | 6.77% | 0.74 | China | Equity | Stocks | Monthly | Free | — | Open |
| 266 | Factor Momentum in the Chinese Stock Market | 6.00% | 0.63 | China | Equity | Stocks | Monthly | Free | — | Open |
| 267 | ESG Exclusion Premium Factor | 4.15% | 0.49 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 268 | Enhanced Returns of LGBT CEOs | 6.00% | 0.63 | United states | Equity | Stocks | Daily | Free | — | Open |
| 269 | High-to-Price Factor in Commodities | -13.34% | -0.15 | Global | Commodity | CFDs, Futures | Monthly | Free | — | Open |
| 270 | Cash Hedged Momentum | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 271 | Option Volatility Spread Factor Predicts Option Returns | 8.48% | 0.69 | United states | Equity | Options | Monthly | Free | — | Open |
| 272 | Intraday VIX Betas Predict Stocks Returns | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 273 | Option Trading and Returns versus the 52-Week High | 7.89% | 0.63 | United states | Equity | Options, Stocks | Monthly | Free | — | Open |
| 274 | Option Trading and Returns versus the 52-Week Low | 7.89% | 0.63 | United states | Equity | Options, Stocks | Monthly | Free | — | Open |
| 275 | Quality at Reasonable Price | 1.44% | 0.17 | Global | Equity | Stocks | Yearly | Free | — | Open |
| 276 | Salience Theory and Cryptocurrency Returns | -12.68% | -0.01 | Global | Crypto | Crypto | Monthly | Free | — | Open |
| 277 | International Trade Momentum | 5.00% | 0.31 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 278 | Institutional Equity Momentum in China | 6.52% | 0.39 | China | Equity | Stocks | Monthly | Free | — | Open |
| 279 | Retail Equity Reversal in China | 1.67% | 0.20 | China | Equity | Stocks | Monthly | Free | — | Open |
| 280 | Sovereign CDS Currency Factor | -0.38% | 0.09 | Global | Currency | CFDs, Forwards, Futures, Swaps | Monthly | Free | — | Open |
| 281 | 24-Hour Reversal in Cryptocurrencies | -12.68% | -0.01 | Global | Crypto | Crypto | Intraday | Free | — | Open |
| 282 | Lunar Monthly Effect in Chinese Stocks | 4.63% | 0.32 | China | Equity | CFDs, ETFs, Funds, Futures | Monthly | Free | — | Open |
| 283 | Inflation Hedging Using Online Prices | 3.30% | 0.60 | United states | Bond | Bond, ETFs, Swaps | Daily | Paid | — | Open |
| 284 | Improved Post-Earnings Announcement Drift with NLP Analysis | 7.89% | 0.63 | United states | Equity | Stocks | Weekly | Paid | — | Open |
| 285 | Cash Holdings Effect and Net Operating Assets | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Paid | — | Open |
| 286 | Machine Learning Volatility Targeting of Equity Indices | 3.69% | 0.70 | United states | Equity | Bond, ETFs, Futures | Weekly | Paid | — | Open |
| 287 | Conservative Formula in India | 6.00% | 0.63 | India | Equity | Stocks | Quarterly | Paid | — | Open |
| 288 | High Disagreement Predicts Hedge Fund Returns | 3.83% | 0.69 | United states | Equity | Funds | Monthly | Paid | — | Open |
| 289 | Fibonacci Supports and Resistances in Cross-Sectional Stock Trading | 6.00% | 0.63 | United states | Equity | Stocks | Weekly | Paid | — | Open |
| 290 | Momentum and (Un)Informed Flows in FX market | 0.57% | 0.12 | Global | Currency | CFDs, Forwards, Futures | Daily | Paid | — | Open |
| 291 | Skewness and 52-Week Highs in China | 5.71% | 0.39 | China | Equity | Stocks | Monthly | Paid | — | Open |
| 292 | Employee Sentiment and Stock Returns | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Paid | — | Open |
| 293 | Production Complementarity Peer Momentum | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Paid | — | Open |
| 294 | Market Timing with Relative Sentiment | 1.44% | 0.17 | United states | Equity | CFDs, ETFs, Futures | Weekly | Paid | — | Open |
| 295 | Value Effect in Unprofitable Firms | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Paid | — | Open |
| 296 | Integrating ESG into Fixed Income Portfolios | 3.47% | 0.73 | Europe | Bond | Bond | Monthly | Paid | — | Open |
| 297 | Intraday Closing Momentum in Futures | 3.84% | 0.52 | United states | Bond, Commodity, Currency, Equity | CFDs, Futures | Intraday | Paid | — | Open |
| 298 | Patent Intensity Factor in Equities | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Paid | — | Open |
| 299 | Option Gamma Predicts Stock Returns | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Paid | — | Open |
| 300 | Post Earnings Announcement Drift in China | 5.71% | 0.39 | China | Equity | Stocks | Daily | Paid | — | Open |