Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 75 Free and 520 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
561Quantpedia Premium (Buy Premium account to see this strategy)         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
48Quantpedia Premium (Buy Premium account to see this strategy)         
545Quantpedia Premium (Buy Premium account to see this strategy)         
274Quantpedia Premium (Buy Premium account to see this strategy)         
260Quantpedia Premium (Buy Premium account to see this strategy)         
500Quantpedia Premium (Buy Premium account to see this strategy)         
465Quantpedia Premium (Buy Premium account to see this strategy)         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31% 0.6
448Quantpedia Premium (Buy Premium account to see this strategy)         
251Quantpedia Premium (Buy Premium account to see this strategy)         
509Quantpedia Premium (Buy Premium account to see this strategy)         
24Quantpedia Premium (Buy Premium account to see this strategy)         
595Quantpedia Premium (Buy Premium account to see this strategy)         
466Quantpedia Premium (Buy Premium account to see this strategy)         
473Quantpedia Premium (Buy Premium account to see this strategy)         
492Quantpedia Premium (Buy Premium account to see this strategy)         
234Quantpedia Premium (Buy Premium account to see this strategy)         
99Quantpedia Premium (Buy Premium account to see this strategy)         
383Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 520 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in