Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

We've found 74 Free and 495 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
461ESG Factor Momentum StrategyMonthly1000equitiesstocksVery complex strategy2007-201592.23%2.5%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking0.89
460ESG Level Factor Investing StrategyYearly1000equitiesstocksVery complex strategy2002-2011103.25%0%0%Strongalternative data, equity long short, ESG investing, factor investing, smart beta, stock picking 
522ESG, Price Momentum and Stochastic OptimizationMonthly691equitiesstocksVery complex strategy2010-2019917.47%13.49%18%Strongalternative data, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking1.29
354Quantpedia Premium (Buy Premium account to see this strategy)             
499Quantpedia Premium (Buy Premium account to see this strategy)             
339Quantpedia Premium (Buy Premium account to see this strategy)             
268Quantpedia Premium (Buy Premium account to see this strategy)             
169Quantpedia Premium (Buy Premium account to see this strategy)             
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy2007-2011519.67%0%0%Moderately Strongvolatility effect, volatility premium 
508Quantpedia Premium (Buy Premium account to see this strategy)             
510Quantpedia Premium (Buy Premium account to see this strategy)             
50FED ModelMonthly2bonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%Moderately Strongasset class picking, market timing0.7
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0%Strongmarket timing, seasonality 
254Quantpedia Premium (Buy Premium account to see this strategy)             
242Quantpedia Premium (Buy Premium account to see this strategy)             
449Quantpedia Premium (Buy Premium account to see this strategy)             
533Quantpedia Premium (Buy Premium account to see this strategy)             
483Quantpedia Premium (Buy Premium account to see this strategy)             
441Quantpedia Premium (Buy Premium account to see this strategy)             
446Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 74 Free and 495 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