Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
11Quantpedia Premium (Buy Premium account to see this strategy)         
98Quantpedia Premium (Buy Premium account to see this strategy)         
622Quantpedia Premium (Buy Premium account to see this strategy)         
555Quantpedia Premium (Buy Premium account to see this strategy)         
658Quantpedia Premium (Buy Premium account to see this strategy)         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
127Quantpedia Premium (Buy Premium account to see this strategy)         
287Quantpedia Premium (Buy Premium account to see this strategy)         
436Quantpedia Premium (Buy Premium account to see this strategy)         
381Quantpedia Premium (Buy Premium account to see this strategy)         
345Quantpedia Premium (Buy Premium account to see this strategy)         
486Quantpedia Premium (Buy Premium account to see this strategy)         
627Quantpedia Premium (Buy Premium account to see this strategy)         
153Quantpedia Premium (Buy Premium account to see this strategy)         
167Quantpedia Premium (Buy Premium account to see this strategy)         
187Quantpedia Premium (Buy Premium account to see this strategy)         
511Quantpedia Premium (Buy Premium account to see this strategy)         
74Quantpedia Premium (Buy Premium account to see this strategy)         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
508Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in