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

We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
340Quantpedia Premium (Buy Premium account to see this strategy)             
445Quantpedia Premium (Buy Premium account to see this strategy)             
310Quantpedia Premium (Buy Premium account to see this strategy)             
111Quantpedia Premium (Buy Premium account to see this strategy)             
121Quantpedia Premium (Buy Premium account to see this strategy)             
40Quantpedia Premium (Buy Premium account to see this strategy)             
481Quantpedia Premium (Buy Premium account to see this strategy)             
361Quantpedia Premium (Buy Premium account to see this strategy)             
167Quantpedia Premium (Buy Premium account to see this strategy)             
343Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
388Quantpedia Premium (Buy Premium account to see this strategy)             
225Quantpedia Premium (Buy Premium account to see this strategy)             
423Quantpedia Premium (Buy Premium account to see this strategy)             
67Industry Momentum – Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy1936-20067118%0%0%Strongfactor investing, momentum, rotational system, sector picking, smart beta 
124Quantpedia Premium (Buy Premium account to see this strategy)             
128Quantpedia Premium (Buy Premium account to see this strategy)             
141Quantpedia Premium (Buy Premium account to see this strategy)             
116Quantpedia Premium (Buy Premium account to see this strategy)             
35Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 434 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