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

We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
235Quantpedia Premium (Buy Premium account to see this strategy)             
150Quantpedia Premium (Buy Premium account to see this strategy)             
323Quantpedia Premium (Buy Premium account to see this strategy)             
174Quantpedia Premium (Buy Premium account to see this strategy)             
420Quantpedia Premium (Buy Premium account to see this strategy)             
367Quantpedia Premium (Buy Premium account to see this strategy)             
495Quantpedia Premium (Buy Premium account to see this strategy)             
229Earnings Quality FactorYearly1000equitiesstocksComplex strategy1988-2012257.95%5.91%0%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking0.67
454Quantpedia Premium (Buy Premium account to see this strategy)             
497Quantpedia Premium (Buy Premium account to see this strategy)             
39Quantpedia Premium (Buy Premium account to see this strategy)             
18Quantpedia Premium (Buy Premium account to see this strategy)             
371Quantpedia Premium (Buy Premium account to see this strategy)             
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%Strongfactor investing, momentum, rotational system, smart beta0.57
277Quantpedia Premium (Buy Premium account to see this strategy)             
309Quantpedia Premium (Buy Premium account to see this strategy)             
128Quantpedia Premium (Buy Premium account to see this strategy)             
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%Strongfactor investing, rotational system, smart beta, term spread0.49
23Quantpedia Premium (Buy Premium account to see this strategy)             
282Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 428 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