Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
183Upgrade your subscription to see this strategy         
184Upgrade your subscription to see this strategy         
192Upgrade your subscription to see this strategy         
193Upgrade your subscription to see this strategy         
197Upgrade your subscription to see this strategy         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
200Upgrade your subscription to see this strategy         
202Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
205Upgrade your subscription to see this strategy         
206Upgrade your subscription to see this strategy         
209Upgrade your subscription to see this strategy         
210Upgrade your subscription to see this strategy         
213Upgrade your subscription to see this strategy         
216Upgrade your subscription to see this strategy         
217Upgrade your subscription to see this strategy         
218Upgrade your subscription to see this strategy         
220Upgrade your subscription to see this strategy         
221Upgrade your subscription to see this strategy         

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in