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
166Upgrade your subscription to see this strategy         
163Upgrade your subscription to see this strategy         
161Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
137Upgrade your subscription to see this strategy         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
106Upgrade your subscription to see this strategy         
105Upgrade your subscription to see this strategy         
104Upgrade your subscription to see this strategy         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
94Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%   
75Federal Open Market Committee Meeting Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%   
73Upgrade your subscription to see this strategy         
70Upgrade your subscription to see this strategy         
69Upgrade your subscription to see this strategy         
64Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
58Upgrade 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