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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11%0%0.7
289Quantpedia Premium (Buy Premium account to see this strategy)         
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7Low Volatility Factor Effect in Stocks – Long-Only VersionequitiesstocksComplex strategy1986-20062111.3%10.1%0%0.72
204Quantpedia 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)         
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173Quantpedia 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)         
438Quantpedia Premium (Buy Premium account to see this strategy)         
471Quantpedia Premium (Buy Premium account to see this strategy)         
216Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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