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

We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
399Quantpedia Premium (Buy Premium account to see this strategy)         
137Quantpedia Premium (Buy Premium account to see this strategy)         
476Quantpedia Premium (Buy Premium account to see this strategy)         
340Quantpedia Premium (Buy Premium account to see this strategy)         
248Quantpedia Premium (Buy Premium account to see this strategy)         
176Quantpedia Premium (Buy Premium account to see this strategy)         
513Quantpedia Premium (Buy Premium account to see this strategy)         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33%0%0.48
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%0.57
266Quantpedia Premium (Buy Premium account to see this strategy)         
499Quantpedia Premium (Buy Premium account to see this strategy)         
107Quantpedia Premium (Buy Premium account to see this strategy)         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%0.28
490Quantpedia Premium (Buy Premium account to see this strategy)         
344Quantpedia Premium (Buy Premium account to see this strategy)         
246Quantpedia Premium (Buy Premium account to see this strategy)         
23Quantpedia Premium (Buy Premium account to see this strategy)         
386Quantpedia Premium (Buy Premium account to see this strategy)         
375Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 443 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