Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
134Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
142Upgrade your subscription to see this strategy         
143Upgrade your subscription to see this strategy         
145Upgrade your subscription to see this strategy         
146Upgrade your subscription to see this strategy         
150Upgrade your subscription to see this strategy         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%   
154Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
156Upgrade your subscription to see this strategy         
157Upgrade your subscription to see this strategy         
167Upgrade your subscription to see this strategy         
171Upgrade your subscription to see this strategy         
172Upgrade your subscription to see this strategy         
173Upgrade your subscription to see this strategy         
177Upgrade your subscription to see this strategy         
179Upgrade your subscription to see this strategy         
181Upgrade your subscription to see this strategy         

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in