Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 75 Free and 544 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
197Quantpedia Premium (Buy Premium account to see this strategy)         
360Quantpedia Premium (Buy Premium account to see this strategy)         
412Quantpedia Premium (Buy Premium account to see this strategy)         
479Quantpedia Premium (Buy Premium account to see this strategy)         
475Quantpedia Premium (Buy Premium account to see this strategy)         
437Quantpedia Premium (Buy Premium account to see this strategy)         
385Quantpedia Premium (Buy Premium account to see this strategy)         
520Quantpedia Premium (Buy Premium account to see this strategy)         
189Quantpedia Premium (Buy Premium account to see this strategy)         
548Quantpedia Premium (Buy Premium account to see this strategy)         
611Quantpedia Premium (Buy Premium account to see this strategy)         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
177Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
319Quantpedia Premium (Buy Premium account to see this strategy)         
539Quantpedia Premium (Buy Premium account to see this strategy)         
137Quantpedia Premium (Buy Premium account to see this strategy)         
536Quantpedia Premium (Buy Premium account to see this strategy)         
476Quantpedia Premium (Buy Premium account to see this strategy)         
248Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 544 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in