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
568Upgrade your subscription to see this strategy         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
365Upgrade your subscription to see this strategy         
601Upgrade your subscription to see this strategy         
464Upgrade your subscription to see this strategy         
923Upgrade your subscription to see this strategy         
631Upgrade your subscription to see this strategy         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
81Upgrade your subscription to see this strategy         
295Upgrade your subscription to see this strategy         
993Upgrade your subscription to see this strategy         
955Upgrade your subscription to see this strategy         
915Upgrade your subscription to see this strategy         
331Upgrade your subscription to see this strategy         
32Upgrade your subscription to see this strategy         
232Upgrade your subscription to see this strategy         
773Upgrade your subscription to see this strategy         
598Upgrade your subscription to see this strategy         
738Upgrade your subscription to see this strategy         
613Upgrade 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