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
661Market Sentiment and an Overnight AnomalyequitiesETFsModerately complex strategy2018-2021315.58%7.33%-3.98%2.12
433Upgrade your subscription to see this strategy         
434Upgrade your subscription to see this strategy         
848Upgrade your subscription to see this strategy         
638Upgrade your subscription to see this strategy         
967Upgrade your subscription to see this strategy         
10Upgrade your subscription to see this strategy         
273Upgrade your subscription to see this strategy         
58Upgrade your subscription to see this strategy         
836Upgrade your subscription to see this strategy         
683Upgrade your subscription to see this strategy         
213Upgrade your subscription to see this strategy         
116Upgrade your subscription to see this strategy         
849Upgrade your subscription to see this strategy         
620Upgrade your subscription to see this strategy         
424Upgrade your subscription to see this strategy         
692Upgrade your subscription to see this strategy         
829Upgrade your subscription to see this strategy         
499Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in