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 804 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
163Upgrade your subscription to see this strategy         
170Upgrade your subscription to see this strategy         
174Upgrade your subscription to see this strategy         
175Upgrade your subscription to see this strategy         
177Upgrade your subscription to see this strategy         
181Upgrade your subscription to see this strategy         
184Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
189Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
201Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
212Upgrade your subscription to see this strategy         
213Upgrade your subscription to see this strategy         
224Upgrade your subscription to see this strategy         
230Upgrade your subscription to see this strategy         
233Upgrade your subscription to see this strategy         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
241Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 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