Unlock the full library
About 20% of the library is free. Every plan unlocks the rest in English and Chinese. Longer terms cost less per month — up to 20% off.
7-day pass
Short trial — explore before committing
Valid for 7 days from purchase
Full library access: every paywalled strategy article, bilingual pages, and collectible saves.
Best for: visitors sampling a few papers or verifying the site before a longer unlock.
Log in so Stripe can associate the payment with your account.
1 month
Standard monthly rate
Valid for 1 month from purchase
One month of unlimited reading across the gated library — math, rules, Python, and backtest metrics.
Best for: active researchers working through a theme or syllabus over several weeks.
Log in so Stripe can associate the payment with your account.
3 months
Save 10% vs monthly
Valid for 3 months from purchase
A full quarter to browse, collect, and revisit strategies without renewing mid-project.
Best for: students or practitioners running a multi-week research sprint or course module.
Log in so Stripe can associate the payment with your account.
6 months
Save 15% vs monthly
Valid for 6 months from purchase
Half a year of library access for deeper reading, note-taking, and implementing favorites in your own stack.
Best for: serious quants building a personal playbook or mentoring others through the catalog.
Log in so Stripe can associate the payment with your account.
1 year
Save 20% vs monthly
Valid for 1 year from purchase
Annual pass to the full paid library — stay current as you revisit papers across market regimes.
Best for: power users, teams, or anyone who wants the lowest monthly cost and uninterrupted access.
Log in so Stripe can associate the payment with your account.
One-time Stripe checkout (not a recurring subscription). Test keys are fine while developing locally.
The library spans momentum, mean reversion, pairs trading / statistical arbitrage, carry, value and low-volatility factors, seasonality, and cross-asset trend following across equities, FX, futures, ETFs, and more—each linked to academic or practitioner sources.
Yes. Paid strategy articles include annotated QuantConnect/LEAN-style Python so you can study implementation details for cloud backtesting and live brokerage workflows.
Each article publishes annualised return, Sharpe, and max drawdown from our own engine so you can compare risk-adjusted evidence before opening the paper or Python. Practitioner ranges still apply: above 1.0 is solid, above 2.0 is uncommon, and CTA/trend often sits closer to 0.5–1.0. Backtests are educational, not live-return promises.
Yes. The site is bilingual (English and Chinese). A single library unlock covers paid content in both languages.
No. Quant Buffet is an educational research library. Strategies may omit frictions, capacity, and regime risk. You remain responsible for compliance and live trading decisions.