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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
517Quantpedia Premium (Buy Premium account to see this strategy)         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% 0.7
518Quantpedia Premium (Buy Premium account to see this strategy)         
72Quantpedia Premium (Buy Premium account to see this strategy)         
519Quantpedia Premium (Buy Premium account to see this strategy)         
342Quantpedia Premium (Buy Premium account to see this strategy)         
643Quantpedia Premium (Buy Premium account to see this strategy)         
318Quantpedia Premium (Buy Premium account to see this strategy)         
549Quantpedia Premium (Buy Premium account to see this strategy)         
314Quantpedia Premium (Buy Premium account to see this strategy)         
450Quantpedia Premium (Buy Premium account to see this strategy)         
7Low Volatility Factor Effect in StocksequitiesstocksComplex strategy1986-20062111.3%10.1% 0.72
453Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
504Quantpedia Premium (Buy Premium account to see this strategy)         
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)         
We've found 75 Free and 569 Premium strategiesUpgrade to Premium to unlock Premium strategies

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