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
411Upgrade your subscription to see this strategy         
149Upgrade your subscription to see this strategy         
801Upgrade your subscription to see this strategy         
957Upgrade your subscription to see this strategy         
373Upgrade your subscription to see this strategy         
913Upgrade your subscription to see this strategy         
837Upgrade your subscription to see this strategy         
781Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
112Upgrade your subscription to see this strategy         
888Upgrade your subscription to see this strategy         
674Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
182Upgrade your subscription to see this strategy         
977Upgrade your subscription to see this strategy         
693Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
615Upgrade your subscription to see this strategy         
946Upgrade your subscription to see this strategy         
773Upgrade your subscription to see this strategy         

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in