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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
314Quantpedia Premium (Buy Premium account to see this strategy)         
7Low Volatility Factor Effect in StocksequitiesstocksComplex strategy1986-20062111.3%10.1% 0.72
450Quantpedia Premium (Buy Premium account to see this strategy)         
453Quantpedia Premium (Buy Premium account to see this strategy)         
504Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
227Quantpedia Premium (Buy Premium account to see this strategy)         
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%0.3
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
30Quantpedia Premium (Buy Premium account to see this strategy)         
445Quantpedia Premium (Buy Premium account to see this strategy)         
600Quantpedia Premium (Buy Premium account to see this strategy)         
327Quantpedia Premium (Buy Premium account to see this strategy)         
87Quantpedia Premium (Buy Premium account to see this strategy)         
325Quantpedia Premium (Buy Premium account to see this strategy)         
578Combining Smart Factors Momentum and Market PortfolioequitiesETFs, stocksComplex strategy1993-20202711.91%10.46%-16.95%1.14
485Quantpedia Premium (Buy Premium account to see this strategy)         
502Quantpedia Premium (Buy Premium account to see this strategy)         
497Quantpedia Premium (Buy Premium account to see this strategy)         
393Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 544 Premium strategiesUpgrade to Premium to unlock Premium strategies

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