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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.49%9.7%-34.55%0.77
298Quantpedia Premium (Buy Premium account to see this strategy)         
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%0.81
296Quantpedia Premium (Buy Premium account to see this strategy)         
224Quantpedia Premium (Buy Premium account to see this strategy)         
410Quantpedia Premium (Buy Premium account to see this strategy)         
291Quantpedia Premium (Buy Premium account to see this strategy)         
451Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
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28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10%0%0.79
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%0.7
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010226.48%10%-21.63%0.65
72Quantpedia Premium (Buy Premium account to see this strategy)         
468Quantpedia Premium (Buy Premium account to see this strategy)         
320Quantpedia Premium (Buy Premium account to see this strategy)         
384Quantpedia Premium (Buy Premium account to see this strategy)         
342Quantpedia Premium (Buy Premium account to see this strategy)         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10%0%1.66
311Quantpedia Premium (Buy Premium account to see this strategy)         
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The Encyclopedia of Quantitative Trading Strategies

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