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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
57Quantpedia Premium (Buy Premium account to see this strategy)         
392Quantpedia Premium (Buy Premium account to see this strategy)         
167Quantpedia Premium (Buy Premium account to see this strategy)         
456Quantpedia Premium (Buy Premium account to see this strategy)         
84Quantpedia Premium (Buy Premium account to see this strategy)         
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010226.48%10%-21.63%0.65
342Quantpedia Premium (Buy Premium account to see this strategy)         
325Quantpedia Premium (Buy Premium account to see this strategy)         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22%0%0.65
129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53%0%0.66
249Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
235Quantpedia Premium (Buy Premium account to see this strategy)         
382Quantpedia Premium (Buy Premium account to see this strategy)         
227Quantpedia Premium (Buy Premium account to see this strategy)         
430Quantpedia Premium (Buy Premium account to see this strategy)         
324Quantpedia Premium (Buy Premium account to see this strategy)         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91%0%0.67
391Quantpedia Premium (Buy Premium account to see this strategy)         
288Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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