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
368Upgrade your subscription to see this strategy         
92Upgrade your subscription to see this strategy         
451Upgrade your subscription to see this strategy         
450Upgrade your subscription to see this strategy         
778Upgrade your subscription to see this strategy         
922Upgrade your subscription to see this strategy         
414Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
452Upgrade your subscription to see this strategy         
835Upgrade your subscription to see this strategy         
413Upgrade your subscription to see this strategy         
897Upgrade your subscription to see this strategy         
607Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
931Upgrade your subscription to see this strategy         
363Upgrade your subscription to see this strategy         
110Upgrade your subscription to see this strategy         
421Upgrade your subscription to see this strategy         
357Upgrade your subscription to see this strategy         
754Upgrade your subscription to see this strategy         

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in