Terms, strategies and source code · ZH / EN
Quantitative Strategy Library
Explore 5,806 strategies through terms, functional roles, recipes and market regimes, with source code, author indexes and links to the original FMZ publications.
Open the strategy library ↗
About this project
Start with a concept or market regime, examine its role in a strategy, compare recipes and code, then return to the author's original publication.
Getting started
- Browse terms, strategy families or market regimes and read their definitions and limitations.
- Filter strategies by keyword, functional role, author, programming language or source-code category.
- Read the write-up and source code, then follow the FMZ link to the original publication.
- Switch to the corresponding language page; a source notice identifies missing translations.
Scope and limitations
A personal research collection, with no live trading or return calculation. Strategy text and code remain the property of their original authors. Term co-occurrence, role labels, inferred regimes and historical backtests do not establish future performance. This is not investment advice. Source code has not been uniformly executed or validated by this site; inspect it and consult the original publication before use.