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 804 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
890Upgrade your subscription to see this strategy         
783Upgrade your subscription to see this strategy         
807Upgrade your subscription to see this strategy         
72Upgrade your subscription to see this strategy         
134Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
157Upgrade your subscription to see this strategy         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
23Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
930Upgrade your subscription to see this strategy         
601Upgrade your subscription to see this strategy         
767Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
403Upgrade your subscription to see this strategy         
670Upgrade your subscription to see this strategy         
768Upgrade your subscription to see this strategy         
992Upgrade your subscription to see this strategy         
704Upgrade your subscription to see this strategy         
141Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 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