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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
472Quantpedia Premium (Buy Premium account to see this strategy)         
430Quantpedia Premium (Buy Premium account to see this strategy)         
358Quantpedia Premium (Buy Premium account to see this strategy)         
247Quantpedia Premium (Buy Premium account to see this strategy)         
445Quantpedia Premium (Buy Premium account to see this strategy)         
433Quantpedia Premium (Buy Premium account to see this strategy)         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%0.78
294Quantpedia Premium (Buy Premium account to see this strategy)         
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
210Quantpedia Premium (Buy Premium account to see this strategy)         
54Quantpedia Premium (Buy Premium account to see this strategy)         
252Quantpedia Premium (Buy Premium account to see this strategy)         
258Quantpedia Premium (Buy Premium account to see this strategy)         
259Quantpedia Premium (Buy Premium account to see this strategy)         
150Quantpedia Premium (Buy Premium account to see this strategy)         
357Quantpedia Premium (Buy Premium account to see this strategy)         
5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.27%9.6%-37.07%0.29
256Quantpedia Premium (Buy Premium account to see this strategy)         
498Quantpedia Premium (Buy Premium account to see this strategy)         
426Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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