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

We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
174Quantpedia Premium (Buy Premium account to see this strategy)         
177Quantpedia Premium (Buy Premium account to see this strategy)         
181Quantpedia Premium (Buy Premium account to see this strategy)         
185Quantpedia Premium (Buy Premium account to see this strategy)         
187Quantpedia Premium (Buy Premium account to see this strategy)         
190Quantpedia Premium (Buy Premium account to see this strategy)         
191Quantpedia Premium (Buy Premium account to see this strategy)         
192Quantpedia Premium (Buy Premium account to see this strategy)         
194Quantpedia Premium (Buy Premium account to see this strategy)         
195Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36%0%0.61
201Quantpedia Premium (Buy Premium account to see this strategy)         
202Quantpedia Premium (Buy Premium account to see this strategy)         
203Quantpedia Premium (Buy Premium account to see this strategy)         
208Quantpedia Premium (Buy Premium account to see this strategy)         
209Quantpedia Premium (Buy Premium account to see this strategy)         
217Quantpedia Premium (Buy Premium account to see this strategy)         
218Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 443 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