Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
682Upgrade your subscription to see this strategy         
804Upgrade your subscription to see this strategy         
647Upgrade your subscription to see this strategy         
683Upgrade your subscription to see this strategy         
748Upgrade your subscription to see this strategy         
924Upgrade your subscription to see this strategy         
637Upgrade your subscription to see this strategy         
481Upgrade your subscription to see this strategy         
729Upgrade your subscription to see this strategy         
356Upgrade your subscription to see this strategy         
157Upgrade your subscription to see this strategy         
297Upgrade your subscription to see this strategy         
440Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
787Upgrade your subscription to see this strategy         
997Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
87Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in