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
900Upgrade your subscription to see this strategy         
39Upgrade your subscription to see this strategy         
178Upgrade your subscription to see this strategy         
180Upgrade your subscription to see this strategy         
222Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
753Overnight Seasonality in BitcoincryptoscryptosSimple strategy2015-2021733%20.93%-22.45%1.58
710Upgrade your subscription to see this strategy         
511Upgrade your subscription to see this strategy         
187Upgrade your subscription to see this strategy         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
700Upgrade your subscription to see this strategy         
311Upgrade your subscription to see this strategy         
336Upgrade your subscription to see this strategy         
777Upgrade your subscription to see this strategy         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
278Upgrade your subscription to see this strategy         
882Upgrade your subscription to see this strategy         
43Upgrade your subscription to see this strategy         
189Upgrade 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