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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
327Quantpedia Premium (Buy Premium account to see this strategy)         
233Quantpedia Premium (Buy Premium account to see this strategy)         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%0.57
318Quantpedia Premium (Buy Premium account to see this strategy)         
412Quantpedia Premium (Buy Premium account to see this strategy)         
477Quantpedia Premium (Buy Premium account to see this strategy)         
359Quantpedia Premium (Buy Premium account to see this strategy)         
361Quantpedia Premium (Buy Premium account to see this strategy)         
127Quantpedia Premium (Buy Premium account to see this strategy)         
417Quantpedia Premium (Buy Premium account to see this strategy)         
400Quantpedia Premium (Buy Premium account to see this strategy)         
446Quantpedia Premium (Buy Premium account to see this strategy)         
87Quantpedia Premium (Buy Premium account to see this strategy)         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%0.6
176Quantpedia Premium (Buy Premium account to see this strategy)         
405Quantpedia Premium (Buy Premium account to see this strategy)         
328Quantpedia Premium (Buy Premium account to see this strategy)         
468Quantpedia Premium (Buy Premium account to see this strategy)         
447Quantpedia Premium (Buy Premium account to see this strategy)         
107Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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