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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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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         
61Upgrade your subscription to see this strategy         
161Upgrade your subscription to see this strategy         
795Upgrade your subscription to see this strategy         
942Upgrade your subscription to see this strategy         
955Upgrade your subscription to see this strategy         
872Upgrade your subscription to see this strategy         
453Upgrade your subscription to see this strategy         
860Upgrade your subscription to see this strategy         
459Upgrade your subscription to see this strategy         
591Upgrade your subscription to see this strategy         
615Upgrade your subscription to see this strategy         
636Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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