Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 75 Free and 569 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
66Quantpedia Premium (Buy Premium account to see this strategy)         
288Quantpedia Premium (Buy Premium account to see this strategy)         
70Quantpedia Premium (Buy Premium account to see this strategy)         
32Quantpedia Premium (Buy Premium account to see this strategy)         
578Combining Smart Factors Momentum and Market PortfolioequitiesETFs, stocksComplex strategy1993-20202711.91%10.46%-16.95%1.14
297Quantpedia Premium (Buy Premium account to see this strategy)         
81Quantpedia Premium (Buy Premium account to see this strategy)         
489Quantpedia Premium (Buy Premium account to see this strategy)         
542Quantpedia Premium (Buy Premium account to see this strategy)         
168Quantpedia Premium (Buy Premium account to see this strategy)         
346Quantpedia Premium (Buy Premium account to see this strategy)         
126Quantpedia Premium (Buy Premium account to see this strategy)         
231Quantpedia Premium (Buy Premium account to see this strategy)         
192Quantpedia Premium (Buy Premium account to see this strategy)         
433Quantpedia Premium (Buy Premium account to see this strategy)         
469Quantpedia Premium (Buy Premium account to see this strategy)         
359Quantpedia Premium (Buy Premium account to see this strategy)         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
635Quantpedia Premium (Buy Premium account to see this strategy)         
157Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 569 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in