Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
952Upgrade your subscription to see this strategy         
964Upgrade your subscription to see this strategy         
974Upgrade your subscription to see this strategy         
981Upgrade your subscription to see this strategy         
984Upgrade your subscription to see this strategy         
991Upgrade your subscription to see this strategy         
992Upgrade your subscription to see this strategy         
993Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
29Upgrade your subscription to see this strategy         
30Upgrade your subscription to see this strategy         
56Upgrade your subscription to see this strategy         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4% 0.82
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
107Upgrade your subscription to see this strategy         
110Upgrade your subscription to see this strategy         
111Upgrade your subscription to see this strategy         
119Upgrade your subscription to see this strategy         
120Upgrade your subscription to see this strategy         
121Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in