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

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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
61Quantpedia Premium (Buy Premium account to see this strategy)         
62Quantpedia Premium (Buy Premium account to see this strategy)         
63Quantpedia Premium (Buy Premium account to see this strategy)         
64Quantpedia Premium (Buy Premium account to see this strategy)         
65Quantpedia Premium (Buy Premium account to see this strategy)         
66Quantpedia Premium (Buy Premium account to see this strategy)         
67Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%0%0% 
68Quantpedia Premium (Buy Premium account to see this strategy)         
69Quantpedia Premium (Buy Premium account to see this strategy)         
70Quantpedia Premium (Buy Premium account to see this strategy)         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%0.82
72Quantpedia Premium (Buy Premium account to see this strategy)         
73Quantpedia Premium (Buy Premium account to see this strategy)         
74Quantpedia Premium (Buy Premium account to see this strategy)         
75Federal Open Market Committee Meeting Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0% 
76Quantpedia Premium (Buy Premium account to see this strategy)         
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
78Betting Against Beta Factor in Country Equity IndexesequitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%0.31
79Quantpedia Premium (Buy Premium account to see this strategy)         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%0.89
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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