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
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
90Upgrade your subscription to see this strategy         
101Upgrade your subscription to see this strategy         
175Upgrade your subscription to see this strategy         
225Upgrade your subscription to see this strategy         
266Upgrade your subscription to see this strategy         
273Upgrade your subscription to see this strategy         
318Upgrade your subscription to see this strategy         
343Upgrade your subscription to see this strategy         
372Upgrade your subscription to see this strategy         
553Upgrade your subscription to see this strategy         
554Upgrade your subscription to see this strategy         
591Upgrade your subscription to see this strategy         
600Upgrade your subscription to see this strategy         
614Upgrade your subscription to see this strategy         
628Upgrade your subscription to see this strategy         
631Upgrade your subscription to see this strategy         
632Upgrade your subscription to see this strategy         
635Upgrade 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