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
349Upgrade your subscription to see this strategy         
735Upgrade your subscription to see this strategy         
813Upgrade your subscription to see this strategy         
336Upgrade your subscription to see this strategy         
736Upgrade your subscription to see this strategy         
176Upgrade your subscription to see this strategy         
233Upgrade your subscription to see this strategy         
337Upgrade your subscription to see this strategy         
879Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
338Upgrade your subscription to see this strategy         
604Upgrade your subscription to see this strategy         
672Upgrade your subscription to see this strategy         
838Upgrade your subscription to see this strategy         
190Upgrade your subscription to see this strategy         
481Upgrade your subscription to see this strategy         
717Upgrade your subscription to see this strategy         
748Upgrade your subscription to see this strategy         
923Upgrade 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