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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
24Quantpedia Premium (Buy Premium account to see this strategy)         
441Quantpedia Premium (Buy Premium account to see this strategy)         
426Quantpedia Premium (Buy Premium account to see this strategy)         
57Quantpedia Premium (Buy Premium account to see this strategy)         
167Quantpedia Premium (Buy Premium account to see this strategy)         
392Quantpedia Premium (Buy Premium account to see this strategy)         
456Quantpedia 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
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010226.48%10%-21.63%0.65
84Quantpedia Premium (Buy Premium account to see this strategy)         
342Quantpedia Premium (Buy Premium account to see this strategy)         
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)         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91%0%0.67
391Quantpedia Premium (Buy Premium account to see this strategy)         
466Quantpedia Premium (Buy Premium account to see this strategy)         
382Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 397 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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