Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5% 0.77
539Upgrade your subscription to see this strategy         
540Upgrade your subscription to see this strategy         
183Upgrade your subscription to see this strategy         
375Upgrade your subscription to see this strategy         
289Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
236Upgrade your subscription to see this strategy         
173Upgrade your subscription to see this strategy         
542Upgrade your subscription to see this strategy         
382Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
869Upgrade your subscription to see this strategy         
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
107Upgrade your subscription to see this strategy         
437Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
326Upgrade your subscription to see this strategy         
146Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in