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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
104Quantpedia Premium (Buy Premium account to see this strategy)         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%0.7
19Quantpedia Premium (Buy Premium account to see this strategy)         
353Quantpedia Premium (Buy Premium account to see this strategy)         
418Quantpedia Premium (Buy Premium account to see this strategy)         
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11%0%0.7
289Quantpedia Premium (Buy Premium account to see this strategy)         
262Quantpedia Premium (Buy Premium account to see this strategy)         
367Quantpedia Premium (Buy Premium account to see this strategy)         
7Low Volatility Factor Effect in Stocks – Long-Only VersionequitiesstocksComplex strategy1986-20062111.3%10.1%0%0.72
147Quantpedia Premium (Buy Premium account to see this strategy)         
386Quantpedia Premium (Buy Premium account to see this strategy)         
259Quantpedia Premium (Buy Premium account to see this strategy)         
284Quantpedia Premium (Buy Premium account to see this strategy)         
204Quantpedia Premium (Buy Premium account to see this strategy)         
173Quantpedia Premium (Buy Premium account to see this strategy)         
350Quantpedia Premium (Buy Premium account to see this strategy)         
312Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-Following Effect in StocksequitiesstocksComplex strategy1983-20042215.5%15.6%-29.3%0.74
277Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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