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
515Upgrade your subscription to see this strategy         
718Upgrade your subscription to see this strategy         
6Upgrade your subscription to see this strategy         
156Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
779Upgrade your subscription to see this strategy         
470Upgrade your subscription to see this strategy         
819Upgrade your subscription to see this strategy         
657Upgrade your subscription to see this strategy         
687Upgrade your subscription to see this strategy         
149Upgrade your subscription to see this strategy         
630Upgrade your subscription to see this strategy         
840Upgrade your subscription to see this strategy         
853Upgrade your subscription to see this strategy         
402Upgrade your subscription to see this strategy         
310Upgrade your subscription to see this strategy         
115Upgrade your subscription to see this strategy         
471Upgrade your subscription to see this strategy         
221Upgrade your subscription to see this strategy         
430Upgrade 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