Strategy Catalog
173 of 173 strategiesLong Synthetic Forward
Long Synthetic Forward
Short Synthetic Forward
Short Synthetic Forward
Long Combo
Long Combo
Short Combo
Short Combo
Bull Call Ladder
Bull Call Ladder
Bull Put Ladder
Bull Put Ladder
Bear Call Ladder
Bear Call Ladder
Bear Put Ladder
Bear Put Ladder
Calendar Call Spread
Calendar Call Spread
Calendar Put Spread
Calendar Put Spread
Covered Call
Covered Call
Diagonal Call Spread
Diagonal Call Spread
Diagonal Put Spread
Diagonal Put Spread
Long Straddle
Long Straddle
Long Strangle
Long Strangle
Long Guts
Long Guts
Short Straddle
Short Straddle
Short Strangle
Short Strangle
Short Guts
Short Guts
Long Call Synthetic Straddle
Long Call Synthetic Straddle
Long Put Synthetic Straddle
Long Put Synthetic Straddle
Covered Put
Covered Put
Short Call Synthetic Straddle
Short Call Synthetic Straddle
Short Put Synthetic Straddle
Short Put Synthetic Straddle
Covered Short Straddle
Covered Short Straddle
Covered Short Strangle
Covered Short Strangle
Strap
Strap
Strip
Strip
Call Ratio Backspread
Call Ratio Backspread
Put Ratio Backspread
Put Ratio Backspread
Ratio Call Spread
Ratio Call Spread
Ratio Put Spread
Ratio Put Spread
Protective Put
Protective Put
Long Call Butterfly
Long Call Butterfly
Modified Call Butterfly
Modified Call Butterfly
Long Put Butterfly
Long Put Butterfly
Modified Put Butterfly
Modified Put Butterfly
Short Call Butterfly
Short Call Butterfly
Short Put Butterfly
Short Put Butterfly
Long Iron Butterfly
Long Iron Butterfly
Short Iron Butterfly
Short Iron Butterfly
Long Call Condor
Long Call Condor
Long Put Condor
Long Put Condor
Short Call Condor
Short Call Condor
Short Put Condor
Short Put Condor
Protective Call
Protective Call
Long Iron Condor
Long Iron Condor
Short Iron Condor
Short Iron Condor
Long Box
Long Box
Collar
Collar
Bullish Short Seagull
Bullish Short Seagull
Bearish Long Seagull
Bearish Long Seagull
Bearish Short Seagull
Bearish Short Seagull
Bullish Long Seagull
Bullish Long Seagull
Bull Call Spread
Bull Call Spread
Bull Put Spread
Bull Put Spread
Bear Call Spread
Bear Call Spread
Bear Put Spread
Bear Put Spread
Price-Momentum
Strategy 3.1: Rank by 12-month returns, long top decile, short bottom decile
Mean-Reversion Weighted Regression
Strategy 3.10: Weighted regression residuals for mean reversion
Single Moving Average
Strategy 3.11: Single Moving Average. Buy when price crosses above SMA, sell when below. The simplest trend-following signal.
Two Moving Averages
Strategy 3.12: Two Moving Averages crossover. Buy when fast MA crosses above slow MA, sell on cross below. Classic...
Three Moving Averages
Strategy 3.13: Triple MA alignment - buy short>medium>long, sell reverse
Support and Resistance
Strategy 3.14: Trade at support/resistance levels with breakout detection
Channel
Strategy 3.15: Donchian channel breakout - buy on high breakout, sell on low
Event-Driven M&A
Strategy 3.16: M&A arbitrage - long target at discount to offer price
Machine Learning KNN
Strategy 3.17: KNN-based directional prediction
Statistical Arbitrage
Strategy 3.18: Statistical Arbitrage with PCA residuals
Market-Making
Strategy 3.19: Market making with inventory-aware bid/ask quoting
Earnings-Momentum
Strategy 3.2: Trade on Standardized Unexpected Earnings (SUE)
Alpha Combos
Strategy 3.20: Weighted combination of multiple alpha signals
Value
Strategy 3.3: Long cheap value stocks, short expensive growth stocks
Low-Volatility Anomaly
Strategy 3.4: Long low-vol stocks, short high-vol stocks
Implied Volatility
Strategy 3.5: Trade IV vs HV divergence
Multifactor Portfolio
Strategy 3.6: Combine momentum, value, size, quality via weighted z-scores
Residual Momentum
Strategy 3.7: Momentum on factor-residual returns
Pairs Trading
Strategy 3.8: Pairs Trading with z-score mean reversion
Mean-Reversion Single Cluster
Strategy 3.9: Log-return mean reversion across single cluster
Mean-Reversion Multiple Clusters
Strategy 3.9.1: Mean reversion within industry clusters
Sector Momentum Rotation
Strategy 4.1: Rank sector ETFs by 3-month momentum, long top / short bottom
Sector Momentum Rotation MA Filter
Strategy 4.1.1: Momentum rotation filtered by SMA(200) trend
Dual-Momentum Sector Rotation
Strategy 4.1.2: Dual (absolute + relative) momentum rotation
Alpha Rotation
Strategy 4.2: Rank ETFs by alpha (excess return over benchmark), go long high alpha
R-Squared
Strategy 4.3: Trade low R-squared ETFs for idiosyncratic alpha
ETF Mean-Reversion
Strategy 4.4: Mean-reversion on ETF z-score deviation from SMA
Leveraged ETFs
Strategy 4.5: Short both bull & bear leveraged ETFs to capture volatility decay
Multi-Asset Trend Following
Strategy 4.6: SMA crossover trend following across asset class ETFs
Value Factor
Strategy 5.10: Long high-spread (cheap) bonds, short low-spread (expensive)
Carry Factor
Strategy 5.11: Long high-carry bonds (yield minus financing rate)
Rolling Down Yield Curve
Strategy 5.12: Buy bonds on steep parts of the curve for roll-down return
Yield Curve Spread
Strategy 5.13: Flattener/steepener trades based on yield curve spread z-score
CDS Basis Arbitrage
Strategy 5.14: Trade CDS-bond basis when it deviates from zero
Swap-Spread Arbitrage
Strategy 5.15: Trade swap spread vs treasury spread deviations
Bullets
Strategy 5.2: Concentrate portfolio at single maturity point on yield curve
Barbells
Strategy 5.3: Barbell -- invest at short and long ends of yield curve
Ladders
Strategy 5.4: Equal allocation across maturities (ladder)
Bond Immunization
Strategy 5.5: Match portfolio duration to liability duration
Dollar-Duration-Neutral Butterfly
Strategy 5.6: Dollar-duration-neutral butterfly (long wings, short body)
Fifty-Fifty Butterfly
Strategy 5.7: 50/50 butterfly -- 50% each wing, -100% body
Regression-Weighted Butterfly
Strategy 5.8: Regression-based butterfly weights
Maturity-Weighted Butterfly
Strategy 5.8.1: Butterfly with maturity-ratio weights
Low-Risk Factor
Strategy 5.9: Long low-duration bonds, short high-duration bonds
Cash-and-Carry Arbitrage
Strategy 6.2: Cash-and-carry arbitrage between futures and spot
Dispersion Trading
Strategy 6.3: Sell index vol, buy component vol (dispersion trade)
Dispersion Trading Subset
Strategy 6.3.1: Dispersion trade using top-N liquid components
Intraday ETF Arbitrage
Strategy 6.4: Arbitrage between index ETFs tracking the same index
Index Vol Targeting
Strategy 6.5: Scale exposure inversely with realised vol to target constant vol
VIX Futures Basis Trading
Strategy 7.2: Trade VIX futures on extreme basis (contango/backwardation)
Volatility Carry
Strategy 7.3: Short VXX to capture contango decay / vol carry
Hedging Short VXX
Strategy 7.3.1: Short VXX with VIX futures tail hedge
Volatility Risk Premium
Strategy 7.4: Sell options when implied vol exceeds realised vol
Vol Risk Premium Gamma Hedge
Strategy 7.4.1: Sell vol premium, delta-hedge with stock, keep gamma
Volatility Skew
Strategy 7.5: Trade risk reversals on extreme vol skew
Variance Swap Trading
Strategy 7.6: Short variance when implied > historical, long when opposite
FX Moving Average HP Filter
Strategy 8.1: HP-filtered MA crossover on FX spot rates
Carry Trade
Strategy 8.2: FX carry trade on forward premium / discount
High-Minus-Low Carry
Strategy 8.2.1: Cross-sectional HML carry trade
Dollar Carry Trade
Strategy 8.3: Dollar carry trade based on average forward discount
Momentum & Carry Combo
Strategy 8.4: Min-variance combination of FX momentum and carry
FX Triangular Arbitrage
Strategy 8.5: FX triangular arbitrage detection
Roll Yields
Strategy 9.1: Roll yield long backwardation / short contango
Hedging Pressure
Strategy 9.2: CFTC COT hedging-pressure strategy
Portfolio Diversification
Strategy 9.3: Adjust commodity exposure based on monetary policy signals
Commodity Value
Strategy 9.4: Value long-short across commodities (5-year price ratio)
Skewness Premium
Strategy 9.5: Commodity skewness premium long-short
Trading with Pricing Models
Strategy 9.6: OU mean-reversion model for commodity pricing
Hedging with Futures
Strategy 10.1: Basis convergence trade between spot and futures
Cross-Hedging
Strategy 10.1.1: Cross-hedge basis divergence with correlated futures
Interest Rate Hedging
Strategy 10.1.2: Duration-adjusted basis trade on interest-rate futures
Calendar Spread
Strategy 10.2: Calendar spread mean-reversion on near vs deferred futures
Contrarian Trading
Strategy 10.3: Cross-sectional contrarian weights on futures
Contrarian Market Activity
Strategy 10.3.1: Volume/OI-filtered contrarian on futures
Trend Following
Strategy 10.4: Volatility-adjusted trend-following on futures
CDO Carry Equity Tranche
Strategy 11.2: Buy equity CDO tranche, delta-hedge with short CDS index
CDO Carry Senior/Mezzanine
Strategy 11.3: Sell senior/mezzanine CDO tranche, delta-hedge with long CDS index
CDO Carry Tranche Hedging
Strategy 11.4: Buy low-quality tranche, sell high-quality tranche, duration-hedged
CDO Carry CDS Hedging
Strategy 11.5: Buy low-quality tranche, sell single-name CDS to hedge
CDO Curve Trades
Strategy 11.6: CDO curve flattener/steepener based on spread curve slope vs historical
MBS Trading
Strategy 11.7: Buy MBS passthroughs when OAS is above historical average, duration-hedge with swaps
Convertible Arbitrage
Strategy 12.1: Buy undervalued convertible bond, delta-hedge by shorting underlying stock
Convertible OAS
Strategy 12.2: Buy high-OAS convertible, sell low-OAS convertible from same issuer
Municipal Bond Tax Arbitrage
Strategy 13.1: Buy tax-exempt munis, finance with taxable borrowing for positive after-tax carry
Cross-Border Tax Arbitrage
Strategy 13.2: Exploit dividend imputation around ex-div dates for cross-border tax savings
Cross-Border Tax with Options
Strategy 13.2.1: Use deep ITM puts around ex-div dates to capture franking credits
Inflation Hedging Swaps
Strategy 14.1: Buy/sell inflation swaps based on CPI trend acceleration vs breakeven inflation
TIPS-Treasury Arbitrage
Strategy 14.2: Sell Treasury, buy TIPS + inflation swaps when replication cost C(0) is positive
Weather Risk Hedging
Strategy 14.3: Trade weather futures based on degree-day forecasts vs futures pricing
Energy Spark Spread
Strategy 14.4: Trade spark spread (electricity - heat_rate * fuel) mean-reversion
Distressed Debt Buy & Hold
Strategy 15.1: Buy distressed debt at steep discounts (spread > 1000 bps)
Active Distressed Investing
Strategy 15.2: Buy distressed assets with accumulation volume pattern
Reorganization Planning
Strategy 15.2.1: Acquire debt position to drive reorganization plan
Buying Outstanding Debt
Strategy 15.2.2: Buy deeply discounted debt expecting debt-to-equity conversion
Loan-to-Own
Strategy 15.2.3: Provide secured financing to distressed, pre-bankruptcy firms
Distress Risk Puzzle
Strategy 15.3: Long safest, short riskiest firms -- the distress anomaly
Distress Risk Management
Strategy 15.3.1: Vol-targeted distress risk puzzle
Mixed-Asset Diversification
Strategy 16.2: Add REITs when correlation with equities drops below threshold
Intra-Asset Diversification
Strategy 16.3: Equal-weight/risk-parity across REIT subsectors
Property Type Diversification
Strategy 16.3.1: Equal-weight/optimized across property types
Economic Diversification
Strategy 16.3.2: Overweight regions with improving economics
Property & Geographic Diversification
Strategy 16.3.3: 4 types x 4 regions diversification grid
Real Estate Momentum
Strategy 16.4: Cross-sectional momentum across REITs/MSAs
Inflation Hedging Real Estate
Strategy 16.5: Increase REIT allocation when inflation accelerates
Fix-and-Flip
Strategy 16.6: Buy at deep discount when price << fair value, resell after renovation
Liquidity Management
Strategy 17.3: Vol-targeting cash allocation for liquidity
Repurchase Agreement
Strategy 17.4: REPO rate vs risk-free rate spread trading
Pawnbroking
Strategy 17.5: Secured lending on commodity collateral discount
Crypto ANN
Strategy 18.2: ANN proxy using EMA crossovers + RSI + vol regime for crypto
Crypto Sentiment Bayes
Strategy 18.3: Sentiment proxy via volume-weighted momentum + RSI reversal
Fundamental Macro Momentum
Strategy 19.2: Cross-sectional macro momentum on state variables
Global Macro Inflation Hedge
Strategy 19.3: Commodity allocation based on HI-CI inflation spread
Global Fixed-Income Strategy
Strategy 19.4: Multi-factor cross-sectional bond ranking
Trading on Economic Announcements
Strategy 19.5: Buy equities on macro announcement days, hold T-bills otherwise
Infrastructure Investing
Strategy 20.1: Long-term infra investing with inflation hedge and diversification