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
347Upgrade your subscription to see this strategy         
349Upgrade your subscription to see this strategy         
402Upgrade your subscription to see this strategy         
506Upgrade your subscription to see this strategy         
507Upgrade your subscription to see this strategy         
511Upgrade your subscription to see this strategy         
539Upgrade your subscription to see this strategy         
604Upgrade your subscription to see this strategy         
605Upgrade your subscription to see this strategy         
700Upgrade your subscription to see this strategy         
742Upgrade your subscription to see this strategy         
784Upgrade your subscription to see this strategy         
925Upgrade your subscription to see this strategy         
7Low Volatility Factor Effect in StocksequitiesstocksComplex strategy1986-20062111.3%10.1% 0.72
11Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
18Upgrade your subscription to see this strategy         
19Upgrade 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