Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

We've found 74 Free and 474 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
17Quantpedia Premium (Buy Premium account to see this strategy)         
49Quantpedia Premium (Buy Premium account to see this strategy)         
316Quantpedia Premium (Buy Premium account to see this strategy)         
349Quantpedia Premium (Buy Premium account to see this strategy)         
60Quantpedia Premium (Buy Premium account to see this strategy)         
188Quantpedia Premium (Buy Premium account to see this strategy)         
457Quantpedia Premium (Buy Premium account to see this strategy)         
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0% 
178Quantpedia Premium (Buy Premium account to see this strategy)         
61Quantpedia Premium (Buy Premium account to see this strategy)         
157Quantpedia Premium (Buy Premium account to see this strategy)         
255Quantpedia Premium (Buy Premium account to see this strategy)         
507Quantpedia Premium (Buy Premium account to see this strategy)         
261Quantpedia Premium (Buy Premium account to see this strategy)         
401Quantpedia Premium (Buy Premium account to see this strategy)         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5%0%0.89
334Quantpedia Premium (Buy Premium account to see this strategy)         
439Quantpedia Premium (Buy Premium account to see this strategy)         
338Quantpedia Premium (Buy Premium account to see this strategy)         
194Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 474 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in