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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
397Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
501Quantpedia Premium (Buy Premium account to see this strategy)         
262Quantpedia Premium (Buy Premium account to see this strategy)         
216Quantpedia Premium (Buy Premium account to see this strategy)         
405Quantpedia Premium (Buy Premium account to see this strategy)         
123Quantpedia Premium (Buy Premium account to see this strategy)         
205Quantpedia Premium (Buy Premium account to see this strategy)         
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
300Quantpedia Premium (Buy Premium account to see this strategy)         
313Quantpedia Premium (Buy Premium account to see this strategy)         
409Quantpedia Premium (Buy Premium account to see this strategy)         
264Quantpedia Premium (Buy Premium account to see this strategy)         
496Quantpedia Premium (Buy Premium account to see this strategy)         
432Quantpedia Premium (Buy Premium account to see this strategy)         
414Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094516.21%11.73%0%1.04
73Quantpedia Premium (Buy Premium account to see this strategy)         
337Quantpedia Premium (Buy Premium account to see this strategy)         
267Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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