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

We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
425Quantpedia Premium (Buy Premium account to see this strategy)         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5%0%0.89
493Quantpedia Premium (Buy Premium account to see this strategy)         
19Quantpedia Premium (Buy Premium account to see this strategy)         
51Quantpedia Premium (Buy Premium account to see this strategy)         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0% 
115Quantpedia Premium (Buy Premium account to see this strategy)         
147Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
211Quantpedia Premium (Buy Premium account to see this strategy)         
243Quantpedia Premium (Buy Premium account to see this strategy)         
275Quantpedia Premium (Buy Premium account to see this strategy)         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-20111663.52%12.29%0%4.84
339Quantpedia Premium (Buy Premium account to see this strategy)         
371Quantpedia Premium (Buy Premium account to see this strategy)         
403Quantpedia Premium (Buy Premium account to see this strategy)         
439Quantpedia Premium (Buy Premium account to see this strategy)         
472Quantpedia Premium (Buy Premium account to see this strategy)         
30Quantpedia Premium (Buy Premium account to see this strategy)         
62Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 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