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

We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
268Quantpedia Premium (Buy Premium account to see this strategy)         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%0.82
392Quantpedia Premium (Buy Premium account to see this strategy)         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1927-20108412%32%-92% 
324Quantpedia Premium (Buy Premium account to see this strategy)         
148Quantpedia Premium (Buy Premium account to see this strategy)         
277Quantpedia Premium (Buy Premium account to see this strategy)         
190Quantpedia Premium (Buy Premium account to see this strategy)         
297Quantpedia Premium (Buy Premium account to see this strategy)         
39Quantpedia Premium (Buy Premium account to see this strategy)         
27Quantpedia Premium (Buy Premium account to see this strategy)         
306Quantpedia Premium (Buy Premium account to see this strategy)         
124Quantpedia Premium (Buy Premium account to see this strategy)         
81Quantpedia Premium (Buy Premium account to see this strategy)         
330Quantpedia Premium (Buy Premium account to see this strategy)         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50%0%0.76
241Quantpedia Premium (Buy Premium account to see this strategy)         
371Quantpedia Premium (Buy Premium account to see this strategy)         
90Quantpedia Premium (Buy Premium account to see this strategy)         
233Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 392 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