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

We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
41Turn of the Month in Equity IndexesDaily1equitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9%0%Strongmarket timing, seasonality1.04
230Quantpedia Premium (Buy Premium account to see this strategy)             
128Quantpedia Premium (Buy Premium account to see this strategy)             
195Quantpedia Premium (Buy Premium account to see this strategy)             
380Quantpedia Premium (Buy Premium account to see this strategy)             
364Quantpedia Premium (Buy Premium account to see this strategy)             
283Quantpedia Premium (Buy Premium account to see this strategy)             
196Quantpedia Premium (Buy Premium account to see this strategy)             
356Quantpedia Premium (Buy Premium account to see this strategy)             
98Quantpedia Premium (Buy Premium account to see this strategy)             
379Quantpedia Premium (Buy Premium account to see this strategy)             
257Quantpedia Premium (Buy Premium account to see this strategy)             
443Quantpedia Premium (Buy Premium account to see this strategy)             
458Quantpedia Premium (Buy Premium account to see this strategy)             
377Quantpedia Premium (Buy Premium account to see this strategy)             
303Quantpedia Premium (Buy Premium account to see this strategy)             
305Quantpedia Premium (Buy Premium account to see this strategy)             
159Quantpedia Premium (Buy Premium account to see this strategy)             
282Quantpedia Premium (Buy Premium account to see this strategy)             
210Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 414 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