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
292Quantpedia Premium (Buy Premium account to see this strategy)         
291Quantpedia Premium (Buy Premium account to see this strategy)         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33%0%0.48
289Quantpedia Premium (Buy Premium account to see this strategy)         
288Quantpedia Premium (Buy Premium account to see this strategy)         
287Quantpedia Premium (Buy Premium account to see this strategy)         
286Quantpedia Premium (Buy Premium account to see this strategy)         
285Quantpedia Premium (Buy Premium account to see this strategy)         
284Quantpedia Premium (Buy Premium account to see this strategy)         
283Quantpedia Premium (Buy Premium account to see this strategy)         
282Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
280Quantpedia Premium (Buy Premium account to see this strategy)         
279Quantpedia Premium (Buy Premium account to see this strategy)         
278Quantpedia Premium (Buy Premium account to see this strategy)         
277Quantpedia Premium (Buy Premium account to see this strategy)         
276Quantpedia Premium (Buy Premium account to see this strategy)         
275Quantpedia Premium (Buy Premium account to see this strategy)         
274Quantpedia Premium (Buy Premium account to see this strategy)         
273Quantpedia 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