Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 75 Free and 539 Premium strategiesUpgrade to Premium to unlock Premium strategies
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
151Quantpedia Premium (Buy Premium account to see this strategy)         
263Quantpedia Premium (Buy Premium account to see this strategy)         
596Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
350Quantpedia Premium (Buy Premium account to see this strategy)         
79Quantpedia Premium (Buy Premium account to see this strategy)         
527Quantpedia Premium (Buy Premium account to see this strategy)         
458Quantpedia Premium (Buy Premium account to see this strategy)         
386Quantpedia Premium (Buy Premium account to see this strategy)         
65Quantpedia Premium (Buy Premium account to see this strategy)         
528Quantpedia Premium (Buy Premium account to see this strategy)         
581Quantpedia Premium (Buy Premium account to see this strategy)         
465Quantpedia Premium (Buy Premium account to see this strategy)         
607Quantpedia Premium (Buy Premium account to see this strategy)         
134Quantpedia Premium (Buy Premium account to see this strategy)         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%   
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
354Quantpedia Premium (Buy Premium account to see this strategy)         
499Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 539 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