Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
35Upgrade your subscription to see this strategy         
34Upgrade your subscription to see this strategy         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
32Upgrade your subscription to see this strategy         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%   
30Upgrade your subscription to see this strategy         
29Upgrade your subscription to see this strategy         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
27Upgrade your subscription to see this strategy         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
24Upgrade your subscription to see this strategy         
23Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
19Upgrade your subscription to see this strategy         
18Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in