Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
454Quantpedia Premium (Buy Premium account to see this strategy)         
501Quantpedia Premium (Buy Premium account to see this strategy)         
5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.49%9.7%-34.55%0.77
137Quantpedia Premium (Buy Premium account to see this strategy)         
206Quantpedia Premium (Buy Premium account to see this strategy)         
504Quantpedia Premium (Buy Premium account to see this strategy)         
405Quantpedia Premium (Buy Premium account to see this strategy)         
240Quantpedia Premium (Buy Premium account to see this strategy)         
32Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042215.5%15.6%-29.3%0.74
314Quantpedia Premium (Buy Premium account to see this strategy)         
264Quantpedia Premium (Buy Premium account to see this strategy)         
396Quantpedia Premium (Buy Premium account to see this strategy)         
242Quantpedia Premium (Buy Premium account to see this strategy)         
352Quantpedia Premium (Buy Premium account to see this strategy)         
6Quantpedia Premium (Buy Premium account to see this strategy)         
306Quantpedia Premium (Buy Premium account to see this strategy)         
455Quantpedia Premium (Buy Premium account to see this strategy)         
288Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 443 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