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
201Upgrade your subscription to see this strategy         
202Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
205Upgrade your subscription to see this strategy         
206Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
208Upgrade your subscription to see this strategy         
209Upgrade your subscription to see this strategy         
210Upgrade your subscription to see this strategy         
211Upgrade your subscription to see this strategy         
212Upgrade your subscription to see this strategy         
213Upgrade your subscription to see this strategy         
214Upgrade your subscription to see this strategy         
215Upgrade your subscription to see this strategy         
216Upgrade your subscription to see this strategy         
217Upgrade your subscription to see this strategy         
218Upgrade your subscription to see this strategy         
219Upgrade your subscription to see this strategy         
220Upgrade 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