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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
86Quantpedia Premium (Buy Premium account to see this strategy)         
278Quantpedia Premium (Buy Premium account to see this strategy)         
374Quantpedia Premium (Buy Premium account to see this strategy)         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%0%0% 
161Quantpedia Premium (Buy Premium account to see this strategy)         
225Quantpedia Premium (Buy Premium account to see this strategy)         
321Quantpedia Premium (Buy Premium account to see this strategy)         
76Quantpedia Premium (Buy Premium account to see this strategy)         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%0%0% 
172Quantpedia Premium (Buy Premium account to see this strategy)         
236Quantpedia Premium (Buy Premium account to see this strategy)         
332Quantpedia Premium (Buy Premium account to see this strategy)         
460Quantpedia Premium (Buy Premium account to see this strategy)         
119Quantpedia Premium (Buy Premium account to see this strategy)         
343Quantpedia Premium (Buy Premium account to see this strategy)         
130Quantpedia Premium (Buy Premium account to see this strategy)         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%0%0% 
226Quantpedia Premium (Buy Premium account to see this strategy)         
322Quantpedia Premium (Buy Premium account to see this strategy)         
333Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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