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
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
270Upgrade your subscription to see this strategy         
255Upgrade your subscription to see this strategy         
805Upgrade your subscription to see this strategy         
193Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
206Upgrade your subscription to see this strategy         
974Upgrade your subscription to see this strategy         
137Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
466Upgrade your subscription to see this strategy         
875Upgrade your subscription to see this strategy         
360Upgrade your subscription to see this strategy         
260Upgrade your subscription to see this strategy         
227Upgrade your subscription to see this strategy         
619Upgrade your subscription to see this strategy         
585Upgrade your subscription to see this strategy         
871Upgrade your subscription to see this strategy         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
409Upgrade 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