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

We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
375Quantpedia Premium (Buy Premium account to see this strategy)         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10%0%0.79
23Quantpedia Premium (Buy Premium account to see this strategy)         
109Quantpedia Premium (Buy Premium account to see this strategy)         
429Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
269Quantpedia Premium (Buy Premium account to see this strategy)         
39Quantpedia Premium (Buy Premium account to see this strategy)         
427Quantpedia Premium (Buy Premium account to see this strategy)         
154Quantpedia Premium (Buy Premium account to see this strategy)         
145Quantpedia Premium (Buy Premium account to see this strategy)         
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%0.81
344Quantpedia Premium (Buy Premium account to see this strategy)         
443Quantpedia Premium (Buy Premium account to see this strategy)         
305Quantpedia Premium (Buy Premium account to see this strategy)         
401Quantpedia Premium (Buy Premium account to see this strategy)         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%0.82
295Quantpedia Premium (Buy Premium account to see this strategy)         
415Quantpedia Premium (Buy Premium account to see this strategy)         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86%0%0.82
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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