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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
446Quantpedia Premium (Buy Premium account to see this strategy)         
457Quantpedia Premium (Buy Premium account to see this strategy)         
489Quantpedia Premium (Buy Premium account to see this strategy)         
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36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
68Quantpedia Premium (Buy Premium account to see this strategy)         
132Quantpedia Premium (Buy Premium account to see this strategy)         
164Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
228Quantpedia Premium (Buy Premium account to see this strategy)         
260Quantpedia Premium (Buy Premium account to see this strategy)         
292Quantpedia Premium (Buy Premium account to see this strategy)         
324Quantpedia Premium (Buy Premium account to see this strategy)         
356Quantpedia Premium (Buy Premium account to see this strategy)         
388Quantpedia Premium (Buy Premium account to see this strategy)         
421Quantpedia Premium (Buy Premium account to see this strategy)         
468Quantpedia Premium (Buy Premium account to see this strategy)         
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%0%0% 
47Quantpedia Premium (Buy Premium account to see this strategy)         
79Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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