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
116Upgrade your subscription to see this strategy         
552Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
35Upgrade your subscription to see this strategy         
208Upgrade your subscription to see this strategy         
660Upgrade your subscription to see this strategy         
574Upgrade your subscription to see this strategy         
949Upgrade your subscription to see this strategy         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
566Upgrade your subscription to see this strategy         
385Upgrade your subscription to see this strategy         
667Upgrade your subscription to see this strategy         
272Upgrade your subscription to see this strategy         
508Upgrade your subscription to see this strategy         
845Upgrade your subscription to see this strategy         
448Upgrade your subscription to see this strategy         
824Upgrade your subscription to see this strategy         
700Upgrade your subscription to see this strategy         
475Upgrade your subscription to see this strategy         
643Upgrade 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