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
656Upgrade your subscription to see this strategy         
353Upgrade your subscription to see this strategy         
357Upgrade your subscription to see this strategy         
606Upgrade your subscription to see this strategy         
589Upgrade your subscription to see this strategy         
746Upgrade your subscription to see this strategy         
860Upgrade your subscription to see this strategy         
768Upgrade your subscription to see this strategy         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
739Upgrade your subscription to see this strategy         
856Upgrade your subscription to see this strategy         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
541Upgrade your subscription to see this strategy         
484Upgrade your subscription to see this strategy         
328Upgrade your subscription to see this strategy         
68Upgrade your subscription to see this strategy         
391Upgrade your subscription to see this strategy         
647Upgrade your subscription to see this strategy         
707Upgrade your subscription to see this strategy         
126Upgrade 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