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 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
525Upgrade your subscription to see this strategy         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8% 0.81
116Upgrade your subscription to see this strategy         
265Upgrade your subscription to see this strategy         
315Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
530Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.27%9.6%-37.07%0.29
371Upgrade your subscription to see this strategy         
687Upgrade your subscription to see this strategy         
699Upgrade 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
703Upgrade your subscription to see this strategy         
282Upgrade your subscription to see this strategy         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
407Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 803 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