Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 75 Free and 520 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
363Quantpedia Premium (Buy Premium account to see this strategy)         
48Quantpedia Premium (Buy Premium account to see this strategy)         
57Quantpedia Premium (Buy Premium account to see this strategy)         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
177Quantpedia Premium (Buy Premium account to see this strategy)         
382Quantpedia Premium (Buy Premium account to see this strategy)         
391Quantpedia Premium (Buy Premium account to see this strategy)         
355Quantpedia Premium (Buy Premium account to see this strategy)         
560Quantpedia Premium (Buy Premium account to see this strategy)         
356Quantpedia Premium (Buy Premium account to see this strategy)         
439Quantpedia Premium (Buy Premium account to see this strategy)         
565Quantpedia Premium (Buy Premium account to see this strategy)         
287Quantpedia Premium (Buy Premium account to see this strategy)         
492Quantpedia Premium (Buy Premium account to see this strategy)         
410Quantpedia Premium (Buy Premium account to see this strategy)         
548Quantpedia Premium (Buy Premium account to see this strategy)         
572Quantpedia Premium (Buy Premium account to see this strategy)         
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
484Quantpedia Premium (Buy Premium account to see this strategy)         
348Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 520 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in