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
48Quantpedia Premium (Buy Premium account to see this strategy)             
57Quantpedia Premium (Buy Premium account to see this strategy)             
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%Strongfactor investing, rotational system, smart beta, term spread0.49
177Quantpedia Premium (Buy Premium account to see this strategy)             
382Quantpedia Premium (Buy Premium account to see this strategy)             
391Quantpedia Premium (Buy Premium account to see this strategy)             
355Quantpedia Premium (Buy Premium account to see this strategy)             
356Quantpedia Premium (Buy Premium account to see this strategy)             
439Quantpedia Premium (Buy Premium account to see this strategy)             
287Quantpedia Premium (Buy Premium account to see this strategy)             
410Quantpedia Premium (Buy Premium account to see this strategy)             
348Quantpedia Premium (Buy Premium account to see this strategy)             
440Quantpedia Premium (Buy Premium account to see this strategy)             
422Quantpedia Premium (Buy Premium account to see this strategy)             
215Quantpedia Premium (Buy Premium account to see this strategy)             
214Quantpedia Premium (Buy Premium account to see this strategy)             
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094516.21%11.73%0%Strongfactor investing, momentum, smart beta1.04
352Quantpedia Premium (Buy Premium account to see this strategy)             
384Quantpedia Premium (Buy Premium account to see this strategy)             
378Quantpedia 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