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
860Upgrade your subscription to see this strategy         
712Upgrade your subscription to see this strategy         
702Upgrade your subscription to see this strategy         
680Upgrade your subscription to see this strategy         
494Upgrade your subscription to see this strategy         
532Upgrade your subscription to see this strategy         
978Upgrade your subscription to see this strategy         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
807Upgrade your subscription to see this strategy         
663R&D Expenditures and Stock ReturnsequitiesstocksSimple strategy2003-2020184.67%8.2%-39.3%0.51
660Upgrade your subscription to see this strategy         
32Upgrade your subscription to see this strategy         
458Upgrade your subscription to see this strategy         
530Upgrade your subscription to see this strategy         
47Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
910Upgrade your subscription to see this strategy         
899Upgrade your subscription to see this strategy         
360Upgrade your subscription to see this strategy         
824Upgrade 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