Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

We've found 74 Free and 474 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
547Quantpedia Premium (Buy Premium account to see this strategy)         
302Quantpedia Premium (Buy Premium account to see this strategy)         
501Quantpedia Premium (Buy Premium account to see this strategy)         
239Quantpedia Premium (Buy Premium account to see this strategy)         
300Quantpedia Premium (Buy Premium account to see this strategy)         
528Quantpedia Premium (Buy Premium account to see this strategy)         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
262Quantpedia Premium (Buy Premium account to see this strategy)         
535Quantpedia Premium (Buy Premium account to see this strategy)         
216Quantpedia Premium (Buy Premium account to see this strategy)         
405Quantpedia Premium (Buy Premium account to see this strategy)         
123Quantpedia Premium (Buy Premium account to see this strategy)         
205Quantpedia Premium (Buy Premium account to see this strategy)         
313Quantpedia Premium (Buy Premium account to see this strategy)         
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
223Quantpedia Premium (Buy Premium account to see this strategy)         
269Quantpedia Premium (Buy Premium account to see this strategy)         
409Quantpedia Premium (Buy Premium account to see this strategy)         
264Quantpedia Premium (Buy Premium account to see this strategy)         
432Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 474 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