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
795Upgrade your subscription to see this strategy         
879Upgrade your subscription to see this strategy         
973Upgrade your subscription to see this strategy         
506Upgrade your subscription to see this strategy         
131Upgrade your subscription to see this strategy         
531Upgrade your subscription to see this strategy         
861Upgrade your subscription to see this strategy         
824Upgrade your subscription to see this strategy         
609Upgrade your subscription to see this strategy         
588Upgrade your subscription to see this strategy         
214Upgrade your subscription to see this strategy         
918Upgrade your subscription to see this strategy         
250Upgrade your subscription to see this strategy         
858Upgrade your subscription to see this strategy         
263Upgrade your subscription to see this strategy         
705Upgrade your subscription to see this strategy         
793Upgrade your subscription to see this strategy         
570Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in