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
950Upgrade your subscription to see this strategy         
966Upgrade your subscription to see this strategy         
973Upgrade your subscription to see this strategy         
979Upgrade your subscription to see this strategy         
980Upgrade your subscription to see this strategy         
987Upgrade your subscription to see this strategy         
988Upgrade your subscription to see this strategy         
989Upgrade your subscription to see this strategy         
990Upgrade your subscription to see this strategy         
173Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
233Upgrade your subscription to see this strategy         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
257Upgrade your subscription to see this strategy         
280Upgrade your subscription to see this strategy         
311Upgrade your subscription to see this strategy         
335Upgrade your subscription to see this strategy         
336Upgrade your subscription to see this strategy         
337Upgrade your subscription to see this strategy         
338Upgrade 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