Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
375Quantpedia Premium (Buy Premium account to see this strategy)             
173Quantpedia Premium (Buy Premium account to see this strategy)             
237Dispersion TradingMonthly21equitiesoptionsVery complex strategy1996-20071215.39%13.86%0%Strongfactor investing, smart beta, volatility effect, volatility premium0.82
216Quantpedia Premium (Buy Premium account to see this strategy)             
132Quantpedia Premium (Buy Premium account to see this strategy)             
250Quantpedia Premium (Buy Premium account to see this strategy)             
190Quantpedia Premium (Buy Premium account to see this strategy)             
24Quantpedia Premium (Buy Premium account to see this strategy)             
430Quantpedia Premium (Buy Premium account to see this strategy)             
185Quantpedia Premium (Buy Premium account to see this strategy)             
217Quantpedia Premium (Buy Premium account to see this strategy)             
218Quantpedia Premium (Buy Premium account to see this strategy)             
442Quantpedia Premium (Buy Premium account to see this strategy)             
486Quantpedia Premium (Buy Premium account to see this strategy)             
145Quantpedia Premium (Buy Premium account to see this strategy)             
274Quantpedia Premium (Buy Premium account to see this strategy)             
296Quantpedia Premium (Buy Premium account to see this strategy)             
476Quantpedia Premium (Buy Premium account to see this strategy)             
169Quantpedia Premium (Buy Premium account to see this strategy)             
276Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 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