Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
533Upgrade your subscription to see this strategy         
503Upgrade your subscription to see this strategy         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
618Upgrade your subscription to see this strategy         
424Upgrade your subscription to see this strategy         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%   
969Upgrade your subscription to see this strategy         
855Upgrade your subscription to see this strategy         
820Upgrade your subscription to see this strategy         
655Upgrade your subscription to see this strategy         
493Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
654Upgrade your subscription to see this strategy         
411Upgrade your subscription to see this strategy         
744Upgrade your subscription to see this strategy         
954Upgrade your subscription to see this strategy         
832Upgrade your subscription to see this strategy         
918Upgrade your subscription to see this strategy         
726Upgrade your subscription to see this strategy         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in