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Since algorithmic trading strategies often stop being profitable after a while, I wonder if any such formerly profitable strategies have been made public, and if so, where can I find them?

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Take a look at compilations such as 151 Trading Strategies.

I wouldn't expect this information to be widely disclosed. After all, a non-profitable strategy is a supermartingale which means there is an opposing set of algos that is profitable as we speak. Secondly, many strategies are conditional upon a market regime, and could become profitable should the conditions materialize. Lots of old code is called on deck when markets are disorderly or experiencing extreme volatility. Finally, you have NDAs in place.

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  • $\begingroup$ Can you fix the link? $\endgroup$
    – simsalabim
    Mar 23 at 14:46
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    $\begingroup$ Thanks, it's fixed now. Interestingly it became obsolete 3 days after posting. $\endgroup$ Mar 23 at 15:03

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