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

We've found 69 Free and 373 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
86Quantpedia Premium (Buy Premium account to see this strategy)             
278Quantpedia Premium (Buy Premium account to see this strategy)             
374Quantpedia Premium (Buy Premium account to see this strategy)             
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy1987-20041815%  Strongearnings announcement, equity long short, financial statements effect, stock picking 
161Quantpedia Premium (Buy Premium account to see this strategy)             
225Quantpedia Premium (Buy Premium account to see this strategy)             
321Quantpedia Premium (Buy Premium account to see this strategy)             
76Quantpedia Premium (Buy Premium account to see this strategy)             
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy1989-2007196.7%  Strongmarket timing, seasonality 
172Quantpedia Premium (Buy Premium account to see this strategy)             
236Quantpedia Premium (Buy Premium account to see this strategy)             
332Quantpedia Premium (Buy Premium account to see this strategy)             
119Quantpedia Premium (Buy Premium account to see this strategy)             
343Quantpedia Premium (Buy Premium account to see this strategy)             
130Quantpedia Premium (Buy Premium account to see this strategy)             
162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy1988-20061932%  Moderately Strongequity long short, momentum, momentum in stocks, stock picking 
226Quantpedia Premium (Buy Premium account to see this strategy)             
322Quantpedia Premium (Buy Premium account to see this strategy)             
333Quantpedia Premium (Buy Premium account to see this strategy)             
56Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 373 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