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 201–250 of 1411
| No. | Strategy name | Annualised return | Sharpe ratio | Region | Market | Asset class | Frequency | Plan | Collect | Link |
|---|---|---|---|---|---|---|---|---|---|---|
| 201 | Synthetic Lending Rates Predict Subsequent Market Return | 7.89% | 0.63 | United states | Equity | ETFs | Daily | Free | — | Open |
| 202 | Illiquidity Factor in China | 6.52% | 0.39 | China | Equity | Stocks | Monthly | Free | — | Open |
| 203 | Investment Effect in China | 7.89% | 0.63 | China | Equity | Stocks | Semi-annually | Free | — | Open |
| 204 | Accruals Seasonality | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 205 | Predicting the Delta-Hedged Option Returns Using LASSO | 11.49% | 0.73 | United states | Equity | Options, Stocks | Monthly | Free | — | Open |
| 206 | Geopolitical Risk and Commodities | 0.65% | 0.16 | Global | Commodity | Futures | Monthly | Free | — | Open |
| 207 | Cross-sectional Momentum in Large Cryptos | 65.79% | 1.14 | Global | Crypto | Crypto | Weekly | Free | — | Open |
| 208 | Reversal in Small Cryptos | -12.68% | -0.01 | Global | Crypto | Crypto | Weekly | Free | — | Open |
| 209 | Growth of Addresses with Balance Factor in Cryptos | 65.79% | 1.14 | N/A | Crypto | Crypto | Weekly | Free | — | Open |
| 210 | Price-based Value in Cryptocurrencies | 37.74% | 0.89 | Global | Crypto | Crypto | Weekly | Free | — | Open |
| 211 | The Realized Jumps Predict Cryptocurrency Returns | 37.74% | 0.89 | Global | Crypto | Crypto | Daily | Free | — | Open |
| 212 | Stocks of Underperforming Funds and Idiosyncratic Volatility | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 213 | Implied Volatility Effect in Corporate Bonds | 3.47% | 0.73 | United states | Bond | Bond | Monthly | Free | — | Open |
| 214 | Technical Indicators Predict Cross-Sectional Expected Stock Returns | 6.77% | 0.74 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 215 | VIX Put-Call Volume Ratio | 1.44% | 0.17 | United states | Equity | Futures | Daily | Free | — | Open |
| 216 | Payroll News Timing in FX | -0.48% | 0.07 | Global | Currency, Equity | ETFs, Futures | Intraday | Free | — | Open |
| 217 | Reversal Effect in India | 1.44% | 0.17 | India | Equity | Stocks | Monthly | Free | — | Open |
| 218 | Volatility Decomposition and Mutual Fund Returns | 7.89% | 0.63 | United states | Equity | Funds | Monthly | Free | — | Open |
| 219 | Stock Trading Rule that Produces Higher Returns with Lower Risk | 6.56% | 0.73 | United states | Bond, Equity | Bond, ETFs, Funds | Monthly | Free | — | Open |
| 220 | Predicting Performance Using Consumer Big Data | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 221 | Hedging Pressure Predicts Commodity Option Returns | -0.48% | 0.07 | Global | Commodity | Futures, Options | Monthly | Free | — | Open |
| 222 | Empirical Asset Pricing via Machine Learning | 4.87% | 0.32 | Global | Equity | ETFs, Futures | Monthly | Free | — | Open |
| 223 | Butterfly implied returns | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 224 | Expected profitability in UK Stocks | 5.56% | 0.36 | Europe | Equity | Stocks | Monthly | Free | — | Open |
| 225 | When Hedge and Non-Hedge Funds Disagree | 7.89% | 0.63 | United states | Equity | Stocks | Quarterly | Free | — | Open |
| 226 | Mean Variance Factor Timing | 6.29% | 0.47 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 227 | Betting Against Beta in India | 1.44% | 0.17 | India | Equity | Stocks | Monthly | Free | — | Open |
| 228 | Low Value Factor in India | 6.00% | 0.63 | India | Equity | Stocks | Monthly | Free | — | Open |
| 229 | Combination of the Long-term and the Short-term Reversal in China | 1.67% | 0.20 | China | Equity | Stocks | Monthly | Free | — | Open |
| 230 | Risk-Reversal Options Strategy | -1.00% | 0.04 | United states | Equity | Options | Monthly | Free | — | Open |
| 231 | Gordon Growth Fair Value Model | 7.89% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 232 | The Halloween Effect Within Long-term Reversal | 1.44% | 0.17 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 233 | Value and Profitability in Chinese Equities | 7.54% | 0.58 | China | Equity | Stocks | Monthly | Free | — | Open |
| 234 | Combined Value and Profitability in US and Chinese Equities | 7.54% | 0.58 | China, United states | Equity | Stocks | Monthly | Free | — | Open |
| 235 | Market Uncertainty Resolution Following the Unemployment Announcements | 7.89% | 0.63 | United states | Bond | Futures | Daily | Free | — | Open |
| 236 | Bear Beta Factor Investing Strategy | 8.48% | 0.69 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 237 | Climate Policy Uncertainty and the Cross-Section of Stock Returns | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 238 | Return Range Predicts Stock Returns | 8.67% | 0.61 | Global | Equity | Stocks | Monthly | Free | — | Open |
| 239 | Consumer Spending and the Cross-Section of Stock Returns | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 240 | Do Stock Returns Really Decrease With Default Risk? | 4.87% | 0.32 | Global | Equity | Stocks | Yearly | Free | — | Open |
| 241 | Overnight Seasonality in Bitcoin | 37.74% | 0.89 | Global | Crypto | Crypto | Intraday | Free | — | Open |
| 242 | Betting Against Correlation in S&P500 Stocks | 6.00% | 0.63 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 243 | Mean-reversion and Trend-Following Based on MIN and MAX in BTC | 55.46% | 1.04 | Global | Crypto | Crypto | Intraday | Free | — | Open |
| 244 | Market Timing with Merton Rule for Earnings Yield | 5.13% | 0.63 | United states | Bond, Equity | Bond, Stocks | Monthly | Free | — | Open |
| 245 | Credit Risk Factor in Bonds | 3.85% | 0.51 | United states | Bond | Bond | Monthly | Free | — | Open |
| 246 | Cross-Stock Return Predictability | 3.47% | 0.73 | United states | Equity | Stocks | Monthly | Free | — | Open |
| 247 | The U.S. Dollar and Variance Risk Premia Imbalances | 4.73% | 0.33 | Europe, Japan, United states | Currency | Forwards, Futures | Monthly | Free | — | Open |
| 248 | Gold to Oil Ratio Predicts Aggregate Stock Returns | 7.89% | 0.63 | United states | Bond, Equity | Bond, ETFs, Futures | Monthly | Free | — | Open |
| 249 | Oil Beta Uncertainty and Global Stock Returns | 6.48% | 0.40 | Global | Equity | ETFs, Funds, Stocks | Monthly | Free | — | Open |
| 250 | Conditional FX Correlation Risk | 3.30% | 0.27 | United states | Currency | Forwards | Monthly | Free | — | Open |