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
388Upgrade your subscription to see this strategy         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
636Upgrade your subscription to see this strategy         
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
658Upgrade your subscription to see this strategy         
572Upgrade your subscription to see this strategy         
640Upgrade your subscription to see this strategy         
194Upgrade your subscription to see this strategy         
483Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
256Upgrade your subscription to see this strategy         
398Upgrade your subscription to see this strategy         
929Upgrade your subscription to see this strategy         
123Upgrade your subscription to see this strategy         
372Upgrade your subscription to see this strategy         
790Upgrade your subscription to see this strategy         
161Upgrade your subscription to see this strategy         
49Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
558Upgrade 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