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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
425Quantpedia Premium (Buy Premium account to see this strategy)         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19%0%1.16
52Asset Growth EffectequitiesstocksComplex strategy1968-20063920.84%14.07%0%1.2
84Quantpedia Premium (Buy Premium account to see this strategy)         
116Quantpedia Premium (Buy Premium account to see this strategy)         
148Quantpedia Premium (Buy Premium account to see this strategy)         
180Quantpedia Premium (Buy Premium account to see this strategy)         
212Quantpedia Premium (Buy Premium account to see this strategy)         
276Quantpedia Premium (Buy Premium account to see this strategy)         
308Quantpedia Premium (Buy Premium account to see this strategy)         
340Quantpedia Premium (Buy Premium account to see this strategy)         
372Quantpedia Premium (Buy Premium account to see this strategy)         
404Quantpedia Premium (Buy Premium account to see this strategy)         
436Quantpedia Premium (Buy Premium account to see this strategy)         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0% 
95Quantpedia Premium (Buy Premium account to see this strategy)         
127Quantpedia Premium (Buy Premium account to see this strategy)         
159Quantpedia Premium (Buy Premium account to see this strategy)         
191Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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