Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
139Quantpedia Premium (Buy Premium account to see this strategy)             
161Quantpedia Premium (Buy Premium account to see this strategy)             
460Quantpedia Premium (Buy Premium account to see this strategy)             
194Quantpedia Premium (Buy Premium account to see this strategy)             
398Quantpedia Premium (Buy Premium account to see this strategy)             
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%Moderately Strongarbitrage, pairs trading, spread trading1.64
164Quantpedia Premium (Buy Premium account to see this strategy)             
431Quantpedia Premium (Buy Premium account to see this strategy)             
58Quantpedia Premium (Buy Premium account to see this strategy)             
90Quantpedia Premium (Buy Premium account to see this strategy)             
123Quantpedia Premium (Buy Premium account to see this strategy)             
187Quantpedia Premium (Buy Premium account to see this strategy)             
49Quantpedia Premium (Buy Premium account to see this strategy)             
241Quantpedia Premium (Buy Premium account to see this strategy)             
402Quantpedia Premium (Buy Premium account to see this strategy)             
415Quantpedia Premium (Buy Premium account to see this strategy)             
181Quantpedia Premium (Buy Premium account to see this strategy)             
341Quantpedia Premium (Buy Premium account to see this strategy)             
97Quantpedia Premium (Buy Premium account to see this strategy)             
289Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in