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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
93Quantpedia Premium (Buy Premium account to see this strategy)         
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436Quantpedia Premium (Buy Premium account to see this strategy)         
345Quantpedia Premium (Buy Premium account to see this strategy)         
381Quantpedia Premium (Buy Premium account to see this strategy)         
153Quantpedia Premium (Buy Premium account to see this strategy)         
167Quantpedia Premium (Buy Premium account to see this strategy)         
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74Quantpedia Premium (Buy Premium account to see this strategy)         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36%0%0.61
393Quantpedia Premium (Buy Premium account to see this strategy)         
254Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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