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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
671Quantpedia Premium (Buy Premium account to see this strategy)         
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
354Quantpedia Premium (Buy Premium account to see this strategy)         
818Quantpedia Premium (Buy Premium account to see this strategy)         
499Quantpedia Premium (Buy Premium account to see this strategy)         
339Quantpedia Premium (Buy Premium account to see this strategy)         
700Quantpedia Premium (Buy Premium account to see this strategy)         
736Quantpedia Premium (Buy Premium account to see this strategy)         
268Quantpedia Premium (Buy Premium account to see this strategy)         
169Quantpedia Premium (Buy Premium account to see this strategy)         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
508Quantpedia Premium (Buy Premium account to see this strategy)         
711Quantpedia Premium (Buy Premium account to see this strategy)         
839Quantpedia Premium (Buy Premium account to see this strategy)         
510Quantpedia Premium (Buy Premium account to see this strategy)         
779Quantpedia Premium (Buy Premium account to see this strategy)         
696Quantpedia Premium (Buy Premium account to see this strategy)         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% 0.7
75Federal Open Market Committee Meeting Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%   
254Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 762 Premium strategiesUpgrade to Premium to unlock Premium strategies

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