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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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7Low Volatility Factor Effect in StocksequitiesstocksComplex strategy1986-20062111.3%10.1% 0.72
596Upgrade your subscription to see this strategy         
324Upgrade your subscription to see this strategy         
889Upgrade your subscription to see this strategy         
526Upgrade your subscription to see this strategy         
610Upgrade your subscription to see this strategy         
842Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
386Upgrade your subscription to see this strategy         
514Upgrade your subscription to see this strategy         
259Upgrade your subscription to see this strategy         
551Upgrade your subscription to see this strategy         
350Upgrade your subscription to see this strategy         
800Upgrade your subscription to see this strategy         
531Upgrade your subscription to see this strategy         
614Upgrade your subscription to see this strategy         
312Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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