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 StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
112Quantpedia Premium (Buy Premium account to see this strategy)             
111Quantpedia Premium (Buy Premium account to see this strategy)             
110Quantpedia Premium (Buy Premium account to see this strategy)             
109Quantpedia Premium (Buy Premium account to see this strategy)             
108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy2000-2006742%50%0%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking0.76
107Quantpedia Premium (Buy Premium account to see this strategy)             
106Quantpedia Premium (Buy Premium account to see this strategy)             
105Quantpedia Premium (Buy Premium account to see this strategy)             
104Quantpedia Premium (Buy Premium account to see this strategy)             
103Quantpedia Premium (Buy Premium account to see this strategy)             
102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7%0%Strongmarket timing, seasonality, stock picking0.61
101Quantpedia Premium (Buy Premium account to see this strategy)             
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%Moderately Strongarbitrage, pairs trading, spread trading1.64
99Quantpedia Premium (Buy Premium account to see this strategy)             
98Quantpedia Premium (Buy Premium account to see this strategy)             
97Quantpedia Premium (Buy Premium account to see this strategy)             
96Crude Oil Predicts Equity ReturnsMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%Strongmarket timing0.81
95Quantpedia Premium (Buy Premium account to see this strategy)             
94Quantpedia Premium (Buy Premium account to see this strategy)             
93Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 383 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