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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
298Quantpedia Premium (Buy Premium account to see this strategy)         
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%0.81
224Quantpedia Premium (Buy Premium account to see this strategy)         
410Quantpedia Premium (Buy Premium account to see this strategy)         
286Quantpedia Premium (Buy Premium account to see this strategy)         
451Quantpedia Premium (Buy Premium account to see this strategy)         
291Quantpedia Premium (Buy Premium account to see this strategy)         
526Quantpedia Premium (Buy Premium account to see this strategy)         
184Quantpedia Premium (Buy Premium account to see this strategy)         
452Quantpedia Premium (Buy Premium account to see this strategy)         
516Quantpedia Premium (Buy Premium account to see this strategy)         
57Quantpedia Premium (Buy Premium account to see this strategy)         
517Quantpedia Premium (Buy Premium account to see this strategy)         
518Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
166Quantpedia Premium (Buy Premium account to see this strategy)         
519Quantpedia Premium (Buy Premium account to see this strategy)         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10%0%0.79
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%0.7
72Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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