Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 79 Free and 599 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
534Quantpedia Premium (Buy Premium account to see this strategy)         
215Quantpedia Premium (Buy Premium account to see this strategy)         
214Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
454Quantpedia Premium (Buy Premium account to see this strategy)         
352Quantpedia Premium (Buy Premium account to see this strategy)         
384Quantpedia Premium (Buy Premium account to see this strategy)         
378Quantpedia Premium (Buy Premium account to see this strategy)         
407Quantpedia Premium (Buy Premium account to see this strategy)         
331Quantpedia Premium (Buy Premium account to see this strategy)         
184Quantpedia Premium (Buy Premium account to see this strategy)         
221Quantpedia Premium (Buy Premium account to see this strategy)         
30Quantpedia Premium (Buy Premium account to see this strategy)         
262Quantpedia Premium (Buy Premium account to see this strategy)         
146Quantpedia Premium (Buy Premium account to see this strategy)         
456Quantpedia Premium (Buy Premium account to see this strategy)         
338Quantpedia Premium (Buy Premium account to see this strategy)         
365Quantpedia Premium (Buy Premium account to see this strategy)         
367Quantpedia Premium (Buy Premium account to see this strategy)         
133Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 599 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in