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
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
510Upgrade your subscription to see this strategy         
794Upgrade your subscription to see this strategy         
700Upgrade your subscription to see this strategy         
618Upgrade your subscription to see this strategy         
79Upgrade your subscription to see this strategy         
179Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
532Upgrade your subscription to see this strategy         
762Upgrade your subscription to see this strategy         
454Upgrade your subscription to see this strategy         
200Upgrade your subscription to see this strategy         
956Upgrade your subscription to see this strategy         
10Upgrade your subscription to see this strategy         
218Upgrade your subscription to see this strategy         
1019Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
70Upgrade your subscription to see this strategy         
812Upgrade your subscription to see this strategy         
554Upgrade 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