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
99Quantpedia Premium (Buy Premium account to see this strategy)             
129Dollar Carry TradeMonthly10notcurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53%0%Strongcarry trade, forex system, FX anomaly0.66
230Quantpedia Premium (Buy Premium account to see this strategy)             
264Quantpedia Premium (Buy Premium account to see this strategy)             
321Quantpedia Premium (Buy Premium account to see this strategy)             
377Quantpedia Premium (Buy Premium account to see this strategy)             
379Quantpedia Premium (Buy Premium account to see this strategy)             
394Quantpedia Premium (Buy Premium account to see this strategy)             
401Quantpedia Premium (Buy Premium account to see this strategy)             
389Quantpedia Premium (Buy Premium account to see this strategy)             
433Quantpedia Premium (Buy Premium account to see this strategy)             
434Quantpedia Premium (Buy Premium account to see this strategy)             
233Quantpedia Premium (Buy Premium account to see this strategy)             
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy1962-20024111.16%5.85%0%Strongarbitrage, equity long short, pairs trading1.22
24Quantpedia Premium (Buy Premium account to see this strategy)             
40Quantpedia Premium (Buy Premium account to see this strategy)             
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy1996-20091420.6%10%0%Strongarbitrage, equity long short, pairs trading1.66
78Betting Against Beta Factor in Country Equity IndexesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%Strongbeta factor, country picking, equity long short, factor investing, smart beta0.31
90Quantpedia Premium (Buy Premium account to see this strategy)             
101Quantpedia 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