Diretório de referência de estratégias de trading
Lista de estratégias de trading quantitativo.
Explore 63 referências de estratégias da StratCraft em 9 categorias. Cada página explica a lógica de configuração, a adequação ao mercado, os controles de risco e o caminho da leitura ao backtesting.
Guias por categoria de estratégia
Guias detalhados por lógica de trading.
Trading de momentum
Abordagens de momentum cross-sectional e de séries temporais
Reversão à média
Reversão estatística à média e pairs trading
Trading de rompimento
Estratégias de rompimento de canal e expansão de volatilidade
Baseado em indicadores
Estratégias de sinais e filtros com indicadores técnicos
Fator e alfa
Modelos multifatoriais, valor, qualidade e baixa volatilidade
Arbitragem
Arbitragem estatística, pairs e valor relativo
Market making
Captura de spread bid-ask e gestão de inventário
Aprendizado de máquina
Modelos de árvore, redes neurais e engenharia de features
Aprendizado por reforço
DQN, gradiente de política e agentes com reward shaping
Momentum MACD
Sinal de momentum baseado em MACD com Backtrader
Biblioteca
Estratégias agrupadas por lógica de trading.
Seguimento de tendência
Estratégias que definem um regime direcional, aguardam evidências de continuação e arrastam o risco enquanto o movimento persiste.
SMA Crossover Strategy
Visual reference for SMA Crossover Strategy: Fast and slow simple moving averages, SMA crossover, slow-average slope and price confirmation, entries, exits, and risk controls for systematic backtesting.
MACD Trend Following Strategy
Visual reference for MACD Trend Following Strategy: MACD line, signal line, and histogram, MACD bullish or bearish cross, zero-line location and histogram expansion, entries, exits, and risk controls for systematic backtesting.
Donchian Channel Breakout Strategy
Visual reference for Donchian Channel Breakout Strategy: Donchian upper and lower price channels, breakout beyond the channel boundary, channel width and higher-timeframe direction, entries, exits, and risk controls for systematic backtesting.
Keltner Channel Strategy
Visual reference for Keltner Channel Strategy: EMA midline with ATR-based channel bands, close outside the Keltner channel, ATR expansion and midline slope, entries, exits, and risk controls for systematic backtesting.
ADX Trend Strength Filter Strategy
Visual reference for ADX Trend Strength Filter Strategy: ADX with positive and negative directional movement, directional movement alignment with elevated ADX, ADX threshold and DI dominance, entries, exits, and risk controls for systematic backtesting.
Heikin-Ashi Trend Strategy
Visual reference for Heikin-Ashi Trend Strategy: Heikin-Ashi smoothed candle sequence, color continuation with minimal opposing wick, candle body consistency and trend slope, entries, exits, and risk controls for systematic backtesting.
EMA Crossover Strategy
Visual guide to the EMA Crossover strategy: mastering Golden Crosses, Death Crosses, momentum shifts, and trend-following risk management.
Turtle Trading Strategy
Visual guide to the legendary Turtle Trading rules: 20/55-day breakouts, ATR-based position sizing (N), and systematic pyramid entries.
Supertrend
Visual guide to the Supertrend indicator trading strategy: ATR-based trend direction, entry/exit signals, dynamic trailing stops, and risk management.
Ichimoku Cloud Strategy
Visual guide to mastering the Ichimoku Cloud strategy: Kumo breakouts, Tenkan Sen crosses, Chikou Span confirmation, and trend-following rules.
Parabolic SAR + EMA
Visual guide to the Parabolic SAR and EMA combined trading strategy: trend-reversal entries, trailing stops, exit rules, and risk management.
ADX + Directional Movement Index
Visual guide to the ADX and DMI combined trading strategy: trend-strength filtering, directional entry signals, exit rules, and risk management.
ATR Volatility Breakout
Visual guide to the ATR volatility breakout trading strategy: Keltner Channel breakouts, ATR trailing stops, position sizing, and risk management.
Dual Thrust Strategy
Visual guide to Dual Thrust breakout rules: calculating Range, BuyLine, and SellLine thresholds for systematic trend following.
R-Breaker Strategy
Visual guide to R-Breaker intraday rules: calculating Bbreak, Ssetup, Senter levels, and executing breakout vs. reversal setups.
Trend Channel System
Visual guide to Trend Channels: drawing parallel support and resistance, trading midline mean reversion, and mastering channel breakouts.
Dolphin Trading Strategy
Visual guide to the Dolphin Trading system: Synchronizing H1, M30, and M15 trends using MA and MACD.
Escalator Trading Strategy
Visual guide to the Escalator Trading system: Using EMA 8/13/21 stacks and ATR trailing stops for steady trend following.
Fibonacci Trend Strategy
Visual guide to mastering the Fibonacci Retracement strategy: identifying the Golden Pocket, swing anchors, extensions, and precise risk management.
Oliver Kell EMA Strategy
Visual guide to Oliver Kell momentum rules: base breakouts, 10/20 EMA support, extension exhaustion, and US Investing Champion tactics.
Reversão à média
Estratégias que buscam preços estatisticamente esticados, exaustão ou dislocações de valor relativo retornando a uma linha de base.
Bollinger Band Mean Reversion Strategy
Visual reference for Bollinger Band Mean Reversion Strategy: Bollinger moving-average midline, close outside the upper or lower Bollinger Band, band squeeze, trend slope, and volume confirmation, entries, exits, and tail-risk controls for systematic backtesting.
RSI Overbought/Oversold Strategy
Visual reference for RSI Overbought/Oversold Strategy: RSI neutral zone and recent price range, RSI crossing below oversold or above overbought thresholds, range regime, divergence, and failed breakout behavior, entries, exits, and tail-risk controls for systematic backtesting.
Pairs Trading Strategy
Visual reference for Pairs Trading Strategy: cointegrated or historically correlated spread, spread deviation beyond the tested entry threshold, correlation stability, borrow availability, and beta neutrality, entries, exits, and tail-risk controls for systematic backtesting.
Z-Score Mean Reversion Strategy
Visual reference for Z-Score Mean Reversion Strategy: rolling mean and standard deviation, z-score exceeding the positive or negative entry band, stable rolling window and non-trending volatility regime, entries, exits, and tail-risk controls for systematic backtesting.
Ornstein-Uhlenbeck Strategy
Visual reference for Ornstein-Uhlenbeck Strategy: estimated long-run OU equilibrium level, model-implied deviation from the equilibrium mean, stable half-life and residual diagnostics, entries, exits, and tail-risk controls for systematic backtesting.
RSI + Moving Average
Visual guide to the RSI + Moving Average combined trading strategy: momentum signals, trend filtering, entry/exit rules, and risk management flow.
Bollinger Bands + MACD
Visual guide to the Bollinger Bands + MACD combined trading strategy: signal logic, entry/exit rules, and confirmation flow.
Stochastic + Bollinger Bands
Visual guide to the Stochastic Oscillator and Bollinger Bands combined trading strategy: mean-reversion setups, squeeze breakouts, entry/exit rules, and risk management flow.
Gap Trading Strategy
Visual guide to Gap Trading: understanding Breakaway, Runaway, and Exhaustion gaps, plus Gap and Go vs. Gap Fill execution rules.
Momentum
Estratégias que classificam ou seguem a força após evidências de preço, retorno ou oscilador mostrarem pressão direcional persistente.
Relative Strength Strategy
Visual reference for Relative Strength Strategy: relative return ranking versus peers, top-ranked assets maintaining positive relative performance, liquidity, sector concentration, and benchmark trend alignment, exits, and reversal-risk controls for systematic backtesting.
Time-Series Momentum Strategy
Visual reference for Time-Series Momentum Strategy: absolute return over the selected lookback window, positive trailing return for long exposure or negative trailing return for short exposure, volatility target, trend persistence, and market regime confirmation, exits, and reversal-risk controls for systematic backtesting.
Rate of Change Strategy
Visual reference for Rate of Change Strategy: price rate of change over a fixed lookback, ROC crossing above a bullish threshold or below a bearish threshold, zero-line direction, volume confirmation, and volatility expansion, exits, and reversal-risk controls for systematic backtesting.
Williams %R Momentum Strategy
Visual reference for Williams %R Momentum Strategy: Williams %R close-location oscillator, Williams %R leaving an extreme zone in the direction of trend, range breakout, oscillator persistence, and higher-timeframe bias, exits, and reversal-risk controls for systematic backtesting.
Momentum Factor Strategy
Visual reference for Momentum Factor Strategy: prior return factor ranking across securities, long winners and short or underweight losers after the formation window, skip-month logic, liquidity screens, and portfolio concentration limits, exits, and reversal-risk controls for systematic backtesting.
MACD + RSI Divergence
Visual guide to the MACD and RSI divergence combined trading strategy: bullish and bearish reversals, histogram setups, and rigorous risk management flow.
Dual Moving Average + Volume
Visual guide to the dual moving average and volume confirmation trading strategy: MA crossover signals, OBV validation, entry/exit rules, and risk management.
VWAP Strategy
Master the Volume Weighted Average Price (VWAP) strategy: intraday benchmarks, standard deviation bands, mean reversion, and institutional volume flow.
Signal Fusion
Three infographics visualizing the Alpha Factory thesis: what fuses with what, how five methods produce one decision, and why the combinator is the only moat.
Grid trading
Estratégias que posicionam níveis sistemáticos de compra e venda em torno de um range, banda de volatilidade ou plano de inventário assimétrico.
Equal-Spaced Grid Strategy
Visual reference for Equal-Spaced Grid Strategy: a bounded upper and lower price range, fixed price or percentage intervals, entries, exits, inventory limits, and breakout controls for systematic backtesting.
Fibonacci Grid Strategy
Visual reference for Fibonacci Grid Strategy: a swing high-low range anchored to a recent impulse move, Fibonacci retracement and extension intervals, entries, exits, inventory limits, and breakout controls for systematic backtesting.
Asymmetric Grid Strategy
Visual reference for Asymmetric Grid Strategy: a range with directional skew or uneven liquidity zones, different intervals above and below the reference price, entries, exits, inventory limits, and breakout controls for systematic backtesting.
Dynamic Grid Strategy
Visual reference for Dynamic Grid Strategy: a rolling range that updates with recent price behavior, ATR- or volatility-adjusted intervals, entries, exits, inventory limits, and breakout controls for systematic backtesting.
Martingale Strategy
Educational guide to the Martingale system: why doubling down after losses leads to catastrophic account failure and why it is not a sound trading strategy.
Fiary Four Price Strategy
Visual guide to the Fiary Four Price intraday rules: Breakout levels based on Yesterday High/Low/Close and Today Open.
Arbitragem
Estratégias que exploram relações de preço entre instrumentos, locais, contratos ou eventos corporativos relacionados.
Cash-Futures Arbitrage Strategy
Visual reference for Cash-Futures Arbitrage Strategy: spread measurement, hedge design, paired execution, convergence exits, and risk controls for systematic backtesting.
Calendar Spread Arbitrage Strategy
Visual reference for Calendar Spread Arbitrage Strategy: spread measurement, hedge design, paired execution, convergence exits, and risk controls for systematic backtesting.
Triangular Arbitrage Strategy
Visual reference for Triangular Arbitrage Strategy: spread measurement, hedge design, paired execution, convergence exits, and risk controls for systematic backtesting.
ETF Arbitrage Strategy
Visual reference for ETF Arbitrage Strategy: spread measurement, hedge design, paired execution, convergence exits, and risk controls for systematic backtesting.
Multifatorial
Estratégias que combinam características persistentes do portfólio como valor, momentum, qualidade, volatilidade e exposição ao mercado.
Value + Momentum Combo Strategy
Visual reference for Value + Momentum Combo Strategy: factor selection, ranking, portfolio construction, rebalance exits, and exposure controls for systematic backtesting.
Quality Factor Strategy
Visual reference for Quality Factor Strategy: factor selection, ranking, portfolio construction, rebalance exits, and exposure controls for systematic backtesting.
Low Volatility Factor Strategy
Visual reference for Low Volatility Factor Strategy: factor selection, ranking, portfolio construction, rebalance exits, and exposure controls for systematic backtesting.
Fama-French Three Factor Strategy
Visual reference for Fama-French Three Factor Strategy: factor selection, ranking, portfolio construction, rebalance exits, and exposure controls for systematic backtesting.
Baseada em eventos
Estratégias que reagem a resultados, arquivamentos, fusões, notícias e outros catalisadores onde o timing e os controles de risco de queda dominam.
Earnings Surprise Strategy
Visual reference for Earnings Surprise Strategy: event intake, signal validation, execution timing, catalyst exits, and risk controls for systematic backtesting.
Merger Arbitrage Strategy
Visual reference for Merger Arbitrage Strategy: event intake, signal validation, execution timing, catalyst exits, and risk controls for systematic backtesting.
News Sentiment Strategy
Visual reference for News Sentiment Strategy: event intake, signal validation, execution timing, catalyst exits, and risk controls for systematic backtesting.
Insider Trading Follow Strategy
Visual reference for Insider Trading Follow Strategy: event intake, signal validation, execution timing, catalyst exits, and risk controls for systematic backtesting.
Aprendizado de máquina
Estratégias que treinam modelos preditivos, rankings ou políticas a partir de conjuntos de features controlando vazamento e deriva de regime.
Random Forest Classifier Strategy
Visual reference for Random Forest Classifier Strategy: feature design, target labels, validation, signal thresholds, execution, exits, and model-risk controls.
LSTM Price Prediction Strategy
Visual reference for LSTM Price Prediction Strategy: feature design, target labels, validation, signal thresholds, execution, exits, and model-risk controls.
Reinforcement Learning DQN Strategy
Visual reference for Reinforcement Learning DQN Strategy: feature design, target labels, validation, signal thresholds, execution, exits, and model-risk controls.
XGBoost Factor Ranking Strategy
Visual reference for XGBoost Factor Ranking Strategy: feature design, target labels, validation, signal thresholds, execution, exits, and model-risk controls.
HFT / Market making
Estratégias que dependem da qualidade das cotações, limites de inventário, sequenciamento de feeds, comportamento do local e premissas de execução rigorosas.
Market Making Strategy
Visual reference for Market Making Strategy: order-book inputs, microstructure signal rules, execution, exits, queue modeling, and HFT risk controls.
Order Flow Imbalance Strategy
Visual reference for Order Flow Imbalance Strategy: order-book inputs, microstructure signal rules, execution, exits, queue modeling, and HFT risk controls.
Latency Arbitrage Strategy
Visual reference for Latency Arbitrage Strategy: order-book inputs, microstructure signal rules, execution, exits, queue modeling, and HFT risk controls.
Da referência à validação
Transforme uma ideia de estratégia em um fluxo de trabalho com backtesting.
Use as páginas de referência para entender as premissas, depois passe para o StratForge para testar as regras com dados de mercado antes de considerar um sinal como utilizável.