Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
120Quantpedia Premium (Buy Premium account to see this strategy)         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%0%0% 
280Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%0%0% 
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%0%0% 
142Quantpedia Premium (Buy Premium account to see this strategy)         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%0%0% 
270Quantpedia Premium (Buy Premium account to see this strategy)         
366Quantpedia Premium (Buy Premium account to see this strategy)         
463Quantpedia Premium (Buy Premium account to see this strategy)         
495Quantpedia Premium (Buy Premium account to see this strategy)         
527Quantpedia Premium (Buy Premium account to see this strategy)         
121Quantpedia Premium (Buy Premium account to see this strategy)         
442Quantpedia Premium (Buy Premium account to see this strategy)         
538Quantpedia Premium (Buy Premium account to see this strategy)         
4Quantpedia Premium (Buy Premium account to see this strategy)         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
164Quantpedia Premium (Buy Premium account to see this strategy)         
292Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 464 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