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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
161Quantpedia Premium (Buy Premium account to see this strategy)         
453Quantpedia Premium (Buy Premium account to see this strategy)         
459Quantpedia Premium (Buy Premium account to see this strategy)         
480Quantpedia Premium (Buy Premium account to see this strategy)         
471Quantpedia Premium (Buy Premium account to see this strategy)         
470Quantpedia Premium (Buy Premium account to see this strategy)         
296Quantpedia Premium (Buy Premium account to see this strategy)         
463Quantpedia Premium (Buy Premium account to see this strategy)         
283Quantpedia Premium (Buy Premium account to see this strategy)         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0% 
171Quantpedia Premium (Buy Premium account to see this strategy)         
29Quantpedia Premium (Buy Premium account to see this strategy)         
211Quantpedia Premium (Buy Premium account to see this strategy)         
267Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
39Quantpedia Premium (Buy Premium account to see this strategy)         
27Quantpedia Premium (Buy Premium account to see this strategy)         
230Quantpedia Premium (Buy Premium account to see this strategy)         
84Quantpedia Premium (Buy Premium account to see this strategy)         
487Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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