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
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
43Upgrade your subscription to see this strategy         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
47Upgrade your subscription to see this strategy         
48Upgrade your subscription to see this strategy         
49Upgrade your subscription to see this strategy         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% 0.7
51Upgrade your subscription to see this strategy         
52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
53Upgrade your subscription to see this strategy         
54Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
56Upgrade your subscription to see this strategy         
57Upgrade your subscription to see this strategy         
58Upgrade your subscription to see this strategy         
59Upgrade your subscription to see this strategy         
60Upgrade 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