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
865Upgrade your subscription to see this strategy         
903Upgrade your subscription to see this strategy         
333Upgrade your subscription to see this strategy         
904Upgrade your subscription to see this strategy         
926Upgrade your subscription to see this strategy         
802Upgrade your subscription to see this strategy         
381Upgrade your subscription to see this strategy         
525Upgrade your subscription to see this strategy         
962Upgrade your subscription to see this strategy         
557Upgrade your subscription to see this strategy         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
233Upgrade your subscription to see this strategy         
409Upgrade your subscription to see this strategy         
986Upgrade your subscription to see this strategy         
726Upgrade your subscription to see this strategy         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
917Upgrade your subscription to see this strategy         
408Upgrade your subscription to see this strategy         
70Upgrade your subscription to see this strategy         
959Upgrade 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