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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
728Quantpedia Premium (Buy Premium account to see this strategy)         
643Quantpedia Premium (Buy Premium account to see this strategy)         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
865Quantpedia Premium (Buy Premium account to see this strategy)         
806Quantpedia Premium (Buy Premium account to see this strategy)         
57Quantpedia Premium (Buy Premium account to see this strategy)         
166Quantpedia Premium (Buy Premium account to see this strategy)         
384Quantpedia Premium (Buy Premium account to see this strategy)         
452Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
320Quantpedia Premium (Buy Premium account to see this strategy)         
184Quantpedia Premium (Buy Premium account to see this strategy)         
468Quantpedia Premium (Buy Premium account to see this strategy)         
526Quantpedia Premium (Buy Premium account to see this strategy)         
516Quantpedia Premium (Buy Premium account to see this strategy)         
311Quantpedia Premium (Buy Premium account to see this strategy)         
639Quantpedia Premium (Buy Premium account to see this strategy)         
704Quantpedia Premium (Buy Premium account to see this strategy)         
517Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 796 Premium strategiesUpgrade to Premium to unlock Premium strategies

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