Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 75 Free and 569 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
329Quantpedia Premium (Buy Premium account to see this strategy)         
542Quantpedia Premium (Buy Premium account to see this strategy)         
148Quantpedia Premium (Buy Premium account to see this strategy)         
146Quantpedia Premium (Buy Premium account to see this strategy)         
503Quantpedia Premium (Buy Premium account to see this strategy)         
129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53% 0.66
515Quantpedia Premium (Buy Premium account to see this strategy)         
6Quantpedia Premium (Buy Premium account to see this strategy)         
156Quantpedia Premium (Buy Premium account to see this strategy)         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
470Quantpedia Premium (Buy Premium account to see this strategy)         
630Quantpedia Premium (Buy Premium account to see this strategy)         
149Quantpedia Premium (Buy Premium account to see this strategy)         
402Quantpedia Premium (Buy Premium account to see this strategy)         
115Quantpedia Premium (Buy Premium account to see this strategy)         
310Quantpedia Premium (Buy Premium account to see this strategy)         
471Quantpedia Premium (Buy Premium account to see this strategy)         
221Quantpedia Premium (Buy Premium account to see this strategy)         
472Quantpedia Premium (Buy Premium account to see this strategy)         
430Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 569 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in