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
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%0.3
969Upgrade your subscription to see this strategy         
455Upgrade your subscription to see this strategy         
306Upgrade your subscription to see this strategy         
6Upgrade your subscription to see this strategy         
855Upgrade your subscription to see this strategy         
352Upgrade your subscription to see this strategy         
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
242Upgrade your subscription to see this strategy         
396Upgrade your subscription to see this strategy         
662How to Use Lexical Density of Company FilingsequitiesstocksComplex strategy2010-2021118.16%10.4%-28.3%0.69
713Synthetic Lending Rates Predict Subsequent Market ReturnequitiesETFsModerately complex strategy2016-2021615.47%19.52%-28.51%0.79
264Upgrade your subscription to see this strategy         
314Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
32Upgrade your subscription to see this strategy         
880Upgrade your subscription to see this strategy         
240Upgrade your subscription to see this strategy         
913Upgrade 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