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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
296Quantpedia Premium (Buy Premium account to see this strategy)         
328Quantpedia Premium (Buy Premium account to see this strategy)         
360Quantpedia Premium (Buy Premium account to see this strategy)         
392Quantpedia Premium (Buy Premium account to see this strategy)         
424Quantpedia Premium (Buy Premium account to see this strategy)         
456Quantpedia Premium (Buy Premium account to see this strategy)         
19Quantpedia Premium (Buy Premium account to see this strategy)         
51Quantpedia Premium (Buy Premium account to see this strategy)         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0% 
115Quantpedia Premium (Buy Premium account to see this strategy)         
147Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
211Quantpedia Premium (Buy Premium account to see this strategy)         
243Quantpedia Premium (Buy Premium account to see this strategy)         
275Quantpedia Premium (Buy Premium account to see this strategy)         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-20111663.52%12.29%0%4.84
339Quantpedia Premium (Buy Premium account to see this strategy)         
371Quantpedia Premium (Buy Premium account to see this strategy)         
403Quantpedia Premium (Buy Premium account to see this strategy)         
435Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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