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
150Upgrade your subscription to see this strategy         
569Upgrade your subscription to see this strategy         
452Upgrade your subscription to see this strategy         
175Upgrade your subscription to see this strategy         
944Upgrade your subscription to see this strategy         
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%   
481Upgrade your subscription to see this strategy         
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%   
852Upgrade your subscription to see this strategy         
120Upgrade your subscription to see this strategy         
472Upgrade your subscription to see this strategy         
2Momentum Asset Allocation Strategybonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093714.49%11%39.84%0.78
168Upgrade your subscription to see this strategy         
121Upgrade your subscription to see this strategy         
433Upgrade your subscription to see this strategy         
131Upgrade your subscription to see this strategy         
355Upgrade your subscription to see this strategy         
49Upgrade your subscription to see this strategy         
450Upgrade your subscription to see this strategy         
451Upgrade 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