Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85%0%1.22
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%0.78
76Quantpedia Premium (Buy Premium account to see this strategy)         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50%0%0.76
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%0%0% 
172Quantpedia Premium (Buy Premium account to see this strategy)         
204Quantpedia Premium (Buy Premium account to see this strategy)         
236Quantpedia Premium (Buy Premium account to see this strategy)         
268Quantpedia Premium (Buy Premium account to see this strategy)         
300Quantpedia Premium (Buy Premium account to see this strategy)         
332Quantpedia Premium (Buy Premium account to see this strategy)         
428Quantpedia Premium (Buy Premium account to see this strategy)         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10%0%1.66
87Quantpedia Premium (Buy Premium account to see this strategy)         
119Quantpedia Premium (Buy Premium account to see this strategy)         
183Quantpedia Premium (Buy Premium account to see this strategy)         
247Quantpedia Premium (Buy Premium account to see this strategy)         
279Quantpedia Premium (Buy Premium account to see this strategy)         
311Quantpedia Premium (Buy Premium account to see this strategy)         
343Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in