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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
340Quantpedia Premium (Buy Premium account to see this strategy)         
372Quantpedia Premium (Buy Premium account to see this strategy)         
404Quantpedia Premium (Buy Premium account to see this strategy)         
436Quantpedia Premium (Buy Premium account to see this strategy)         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0% 
95Quantpedia Premium (Buy Premium account to see this strategy)         
127Quantpedia Premium (Buy Premium account to see this strategy)         
159Quantpedia Premium (Buy Premium account to see this strategy)         
191Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
255Quantpedia Premium (Buy Premium account to see this strategy)         
287Quantpedia Premium (Buy Premium account to see this strategy)         
319Quantpedia Premium (Buy Premium account to see this strategy)         
415Quantpedia Premium (Buy Premium account to see this strategy)         
10Quantpedia Premium (Buy Premium account to see this strategy)         
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%0%0% 
74Quantpedia Premium (Buy Premium account to see this strategy)         
106Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
170Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 381 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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