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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
253Quantpedia Premium (Buy Premium account to see this strategy)         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5%0%0.77
292Quantpedia Premium (Buy Premium account to see this strategy)         
457Quantpedia Premium (Buy Premium account to see this strategy)         
497Quantpedia Premium (Buy Premium account to see this strategy)         
358Quantpedia Premium (Buy Premium account to see this strategy)         
383Quantpedia Premium (Buy Premium account to see this strategy)         
387Quantpedia Premium (Buy Premium account to see this strategy)         
305Quantpedia Premium (Buy Premium account to see this strategy)         
320Quantpedia Premium (Buy Premium account to see this strategy)         
313Quantpedia Premium (Buy Premium account to see this strategy)         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%0%0% 
163Quantpedia Premium (Buy Premium account to see this strategy)         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
434Quantpedia Premium (Buy Premium account to see this strategy)         
455Quantpedia Premium (Buy Premium account to see this strategy)         
475Quantpedia Premium (Buy Premium account to see this strategy)         
393Quantpedia Premium (Buy Premium account to see this strategy)         
222Quantpedia Premium (Buy Premium account to see this strategy)         
59Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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