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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
232Quantpedia Premium (Buy Premium account to see this strategy)         
231Quantpedia Premium (Buy Premium account to see this strategy)         
230Quantpedia Premium (Buy Premium account to see this strategy)         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91%0%0.67
228Quantpedia Premium (Buy Premium account to see this strategy)         
227Quantpedia Premium (Buy Premium account to see this strategy)         
226Quantpedia Premium (Buy Premium account to see this strategy)         
225Quantpedia Premium (Buy Premium account to see this strategy)         
224Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
222Quantpedia Premium (Buy Premium account to see this strategy)         
221Quantpedia Premium (Buy Premium account to see this strategy)         
220Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
218Quantpedia Premium (Buy Premium account to see this strategy)         
217Quantpedia Premium (Buy Premium account to see this strategy)         
216Quantpedia Premium (Buy Premium account to see this strategy)         
215Quantpedia Premium (Buy Premium account to see this strategy)         
214Quantpedia Premium (Buy Premium account to see this strategy)         
213Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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