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

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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%0%0% 
194Quantpedia Premium (Buy Premium account to see this strategy)         
226Quantpedia Premium (Buy Premium account to see this strategy)         
258Quantpedia Premium (Buy Premium account to see this strategy)         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33%0%0.48
322Quantpedia Premium (Buy Premium account to see this strategy)         
354Quantpedia Premium (Buy Premium account to see this strategy)         
386Quantpedia Premium (Buy Premium account to see this strategy)         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%0.6
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%6.8%0%1.8
45Short Interest Effect – Long-Short VersionequitiesstocksComplex strategy1988-20051819.7%17.14%0%0.92
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
109Quantpedia Premium (Buy Premium account to see this strategy)         
141Quantpedia Premium (Buy Premium account to see this strategy)         
173Quantpedia Premium (Buy Premium account to see this strategy)         
205Quantpedia Premium (Buy Premium account to see this strategy)         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86%0%0.82
269Quantpedia Premium (Buy Premium account to see this strategy)         
301Quantpedia Premium (Buy Premium account to see this strategy)         
333Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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