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
698Upgrade your subscription to see this strategy         
895Upgrade your subscription to see this strategy         
447Upgrade your subscription to see this strategy         
195Upgrade your subscription to see this strategy         
620Upgrade your subscription to see this strategy         
424Upgrade your subscription to see this strategy         
556Upgrade your subscription to see this strategy         
244Upgrade your subscription to see this strategy         
160Upgrade your subscription to see this strategy         
213Upgrade your subscription to see this strategy         
279Upgrade your subscription to see this strategy         
598Upgrade your subscription to see this strategy         
117Upgrade your subscription to see this strategy         
520Upgrade your subscription to see this strategy         
390Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
7Low Volatility Factor Effect in StocksequitiesstocksComplex strategy1986-20062111.3%10.1% 0.72
312Upgrade your subscription to see this strategy         
917Upgrade your subscription to see this strategy         
567Upgrade 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