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

We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
52Asset Growth EffectequitiesstocksComplex strategy1968-20063920.84%14.07%0%1.2
51Quantpedia Premium (Buy Premium account to see this strategy)         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%0.7
49Quantpedia Premium (Buy Premium account to see this strategy)         
48Quantpedia Premium (Buy Premium account to see this strategy)         
47Quantpedia Premium (Buy Premium account to see this strategy)         
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%0%0% 
45Short Interest Effect – Long-Short VersionequitiesstocksComplex strategy1988-20051819.7%17.14%0%0.92
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%0.78
43Quantpedia Premium (Buy Premium account to see this strategy)         
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%0%0% 
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9%0%1.04
40Quantpedia Premium (Buy Premium account to see this strategy)         
39Quantpedia Premium (Buy Premium account to see this strategy)         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26%0%0.34
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%0%0% 
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
35Quantpedia Premium (Buy Premium account to see this strategy)         
34Quantpedia Premium (Buy Premium account to see this strategy)         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%0%0% 
We've found 69 Free and 383 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