Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1927-20108412%32%-92% 
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%0.28
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-20108414.3%20.89%-77.46%0.49
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
326Quantpedia Premium (Buy Premium account to see this strategy)         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
244Quantpedia Premium (Buy Premium account to see this strategy)         
331Quantpedia Premium (Buy Premium account to see this strategy)         
151Quantpedia Premium (Buy Premium account to see this strategy)         
478Quantpedia Premium (Buy Premium account to see this strategy)         
479Quantpedia Premium (Buy Premium account to see this strategy)         
447Quantpedia Premium (Buy Premium account to see this strategy)         
23Quantpedia Premium (Buy Premium account to see this strategy)         
429Quantpedia Premium (Buy Premium account to see this strategy)         
241Quantpedia Premium (Buy Premium account to see this strategy)         
450Quantpedia Premium (Buy Premium account to see this strategy)         
452Quantpedia Premium (Buy Premium account to see this strategy)         
344Quantpedia Premium (Buy Premium account to see this strategy)         
451Quantpedia Premium (Buy Premium account to see this strategy)         
477Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in