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
758Upgrade your subscription to see this strategy         
472Upgrade your subscription to see this strategy         
418Upgrade your subscription to see this strategy         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%   
817Upgrade your subscription to see this strategy         
395Upgrade your subscription to see this strategy         
745Upgrade your subscription to see this strategy         
519Upgrade your subscription to see this strategy         
338Upgrade your subscription to see this strategy         
329Upgrade your subscription to see this strategy         
599Upgrade your subscription to see this strategy         
447Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
231Upgrade your subscription to see this strategy         
363Upgrade your subscription to see this strategy         
911Upgrade your subscription to see this strategy         
937Upgrade your subscription to see this strategy         
421Upgrade your subscription to see this strategy         
935Upgrade your subscription to see this strategy         
786Upgrade 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