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
412Upgrade your subscription to see this strategy         
109Upgrade your subscription to see this strategy         
577Upgrade your subscription to see this strategy         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31% 0.6
556Upgrade 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         
705Upgrade your subscription to see this strategy         
615Upgrade your subscription to see this strategy         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
193Upgrade your subscription to see this strategy         
771Upgrade your subscription to see this strategy         
957Upgrade 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