Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 17 Free, 22 Prime and 116 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
424Upgrade your subscription to see this strategy         
477Upgrade your subscription to see this strategy         
580Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
665Upgrade your subscription to see this strategy         
718Upgrade your subscription to see this strategy         
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%0.3
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
183Upgrade your subscription to see this strategy         
258Upgrade your subscription to see this strategy         
269Upgrade your subscription to see this strategy         
487Upgrade your subscription to see this strategy         
539Upgrade your subscription to see this strategy         
588Upgrade your subscription to see this strategy         
669Upgrade your subscription to see this strategy         
888Upgrade your subscription to see this strategy         
11Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
We've found 17 Free, 22 Prime and 116 Premium strategies.Upgrade subscription to unlock more

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in