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
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
73Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
175Upgrade your subscription to see this strategy         
887Upgrade your subscription to see this strategy         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
683Upgrade your subscription to see this strategy         
273Upgrade your subscription to see this strategy         
303Upgrade your subscription to see this strategy         
302Upgrade your subscription to see this strategy         
944Upgrade your subscription to see this strategy         
301Upgrade your subscription to see this strategy         
272Upgrade your subscription to see this strategy         
753Overnight Seasonality in BitcoincryptoscryptosSimple strategy2015-2021733%20.93%-22.45%1.58
838Upgrade your subscription to see this strategy         
300Upgrade your subscription to see this strategy         
926Upgrade your subscription to see this strategy         
4Upgrade your subscription to see this strategy         
493Upgrade your subscription to see this strategy         
764Upgrade 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