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
220Upgrade your subscription to see this strategy         
911Upgrade your subscription to see this strategy         
846Upgrade your subscription to see this strategy         
849Upgrade your subscription to see this strategy         
329Upgrade your subscription to see this strategy         
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
851Upgrade your subscription to see this strategy         
1Asset Class Trend-Followingbonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20083611.27%6.87%-9.53%1.06
959Upgrade your subscription to see this strategy         
215Upgrade your subscription to see this strategy         
210Upgrade your subscription to see this strategy         
305Upgrade your subscription to see this strategy         
854Upgrade your subscription to see this strategy         
506Upgrade your subscription to see this strategy         
884Upgrade your subscription to see this strategy         
484Upgrade your subscription to see this strategy         
847Upgrade your subscription to see this strategy         
274Upgrade your subscription to see this strategy         
591Upgrade your subscription to see this strategy         
850Upgrade 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