Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
315Upgrade your subscription to see this strategy         
388Upgrade your subscription to see this strategy         
525Upgrade your subscription to see this strategy         
92Upgrade your subscription to see this strategy         
882Upgrade your subscription to see this strategy         
386Upgrade your subscription to see this strategy         
23Upgrade your subscription to see this strategy         
754Upgrade your subscription to see this strategy         
344Upgrade your subscription to see this strategy         
490Upgrade your subscription to see this strategy         
792Upgrade your subscription to see this strategy         
903Upgrade your subscription to see this strategy         
970Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
107Upgrade your subscription to see this strategy         
499Upgrade your subscription to see this strategy         
266Upgrade your subscription to see this strategy         
722Upgrade your subscription to see this strategy         
641Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in