Screener - QuantPedia

Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

Change Your View

ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Maximum Drawdown	Sharpe Ratio
650	Upgrade your subscription to see this strategy
656	Upgrade your subscription to see this strategy
699	Upgrade your subscription to see this strategy
714	Upgrade your subscription to see this strategy
732	Upgrade your subscription to see this strategy
738	Upgrade your subscription to see this strategy
769	Upgrade your subscription to see this strategy
786	Upgrade your subscription to see this strategy
787	Upgrade your subscription to see this strategy
922	Upgrade your subscription to see this strategy
933	Upgrade your subscription to see this strategy
939	Upgrade your subscription to see this strategy
1	Asset Class Trend-Following	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	1973-2008	36	11.27%	6.87%	-9.53%	1.06
2	Momentum Asset Allocation Strategy	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	1973-2009	37	14.49%	11%	39.84%	0.78
3	Sector Momentum – Rotational System	equities	ETFs, funds, stocks	Simple strategy	1928-2009	82	13.94%	18.38%	-71.29%	0.54
4	Upgrade your subscription to see this strategy
5	FX Carry Trade	currencies	CFDs, forwards, futures, swaps	Simple strategy	1989-2009	21	7.27%	9.6%	-37.07%	0.29
6	Upgrade your subscription to see this strategy
7	Low Volatility Factor Effect in Stocks	equities	stocks	Complex strategy	1986-2006	21	11.3%	10.1%		0.72
10	Upgrade your subscription to see this strategy