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
156Upgrade your subscription to see this strategy         
447Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
933Upgrade your subscription to see this strategy         
236Upgrade your subscription to see this strategy         
167Upgrade your subscription to see this strategy         
573Upgrade your subscription to see this strategy         
432Upgrade your subscription to see this strategy         
158Upgrade your subscription to see this strategy         
225Upgrade your subscription to see this strategy         
66Upgrade your subscription to see this strategy         
400Upgrade your subscription to see this strategy         
200Upgrade your subscription to see this strategy         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
414Upgrade your subscription to see this strategy         
51Upgrade your subscription to see this strategy         
534Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
231Upgrade your subscription to see this strategy         
479Upgrade 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