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
656Upgrade your subscription to see this strategy         
661Market Sentiment and an Overnight AnomalyequitiesETFsModerately complex strategy2018-2021315.58%7.33%-3.98%2.12
678Upgrade your subscription to see this strategy         
684Upgrade your subscription to see this strategy         
685Upgrade your subscription to see this strategy         
701Rebalancing Premium in CryptocurrenciescryptoscryptosSimple strategy2018-202137.65%2.62%-1.94%2.93
703Upgrade your subscription to see this strategy         
713Synthetic Lending Rates Predict Subsequent Market ReturnequitiesETFsModerately complex strategy2016-2021615.47%19.52%-28.51%0.79
723Upgrade your subscription to see this strategy         
727Upgrade your subscription to see this strategy         
747Upgrade your subscription to see this strategy         
765Upgrade your subscription to see this strategy         
781Upgrade your subscription to see this strategy         
796Upgrade your subscription to see this strategy         
803Upgrade your subscription to see this strategy         
805Upgrade your subscription to see this strategy         
814Upgrade your subscription to see this strategy         
816Upgrade your subscription to see this strategy         
826Upgrade your subscription to see this strategy         
859Upgrade 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