Screener - QuantPedia

Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

Change Your View

ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Sharpe Ratio
134	Upgrade your subscription to see this strategy
133	Upgrade your subscription to see this strategy
132	Upgrade your subscription to see this strategy
131	Upgrade your subscription to see this strategy
130	Investment Factor	equities	stocks	Complex strategy	1963-2013	51	3.54%
129	Dollar Carry Trade	currencies	CFDs, forwards, futures, swaps	Simple strategy	1983-2009	27	5.6%	8.53%	0.66
128	Upgrade your subscription to see this strategy
127	Upgrade your subscription to see this strategy
126	Upgrade your subscription to see this strategy
125	12 Month Cycle in Cross-Section of Stocks Returns	equities	stocks	Moderately complex strategy	1965-2002	38	8.6%	12.2%	0.38
124	Upgrade your subscription to see this strategy
123	Upgrade your subscription to see this strategy
122	Momentum Factor Combined with Asset Growth Effect	equities	stocks	Complex strategy	1968-2006	39	16.77%	13.84%	1.21
121	Upgrade your subscription to see this strategy
120	Upgrade your subscription to see this strategy
119	Upgrade your subscription to see this strategy
118	Time Series Momentum Effect	bonds, commodities, currencies, equities	CFDs, futures	Moderately complex strategy	1965-2009	45	20.7%	15.74%	1.31
117	Upgrade your subscription to see this strategy
116	Upgrade your subscription to see this strategy
115	Upgrade your subscription to see this strategy