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 803 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
95Upgrade your subscription to see this strategy         
94Upgrade your subscription to see this strategy         
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5% 0.42
74Upgrade your subscription to see this strategy         
70Upgrade your subscription to see this strategy         
65Upgrade your subscription to see this strategy         
62Upgrade your subscription to see this strategy         
52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
49Upgrade your subscription to see this strategy         
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
35Upgrade your subscription to see this strategy         
34Upgrade your subscription to see this strategy         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
We've found 82 Free, 108 Prime and 803 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