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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
135Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
746Upgrade your subscription to see this strategy         
745Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
722Upgrade your subscription to see this strategy         
697Upgrade your subscription to see this strategy         
696Upgrade your subscription to see this strategy         
629Upgrade your subscription to see this strategy         
593Upgrade your subscription to see this strategy         
570Upgrade your subscription to see this strategy         
528Upgrade your subscription to see this strategy         
504Upgrade your subscription to see this strategy         
380Upgrade your subscription to see this strategy         
370Upgrade your subscription to see this strategy         
986Upgrade your subscription to see this strategy         
984Upgrade your subscription to see this strategy         
959Upgrade your subscription to see this strategy         
882Upgrade your subscription to see this strategy         
855Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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