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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
298Quantpedia Premium (Buy Premium account to see this strategy)         
330Quantpedia Premium (Buy Premium account to see this strategy)         
362Quantpedia Premium (Buy Premium account to see this strategy)         
394Quantpedia Premium (Buy Premium account to see this strategy)         
426Quantpedia Premium (Buy Premium account to see this strategy)         
458Quantpedia Premium (Buy Premium account to see this strategy)         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%0.57
53Quantpedia Premium (Buy Premium account to see this strategy)         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5%0%0.77
117Quantpedia Premium (Buy Premium account to see this strategy)         
149Quantpedia Premium (Buy Premium account to see this strategy)         
181Quantpedia Premium (Buy Premium account to see this strategy)         
213Quantpedia Premium (Buy Premium account to see this strategy)         
245Quantpedia Premium (Buy Premium account to see this strategy)         
277Quantpedia Premium (Buy Premium account to see this strategy)         
309Quantpedia Premium (Buy Premium account to see this strategy)         
341Quantpedia Premium (Buy Premium account to see this strategy)         
373Quantpedia Premium (Buy Premium account to see this strategy)         
437Quantpedia Premium (Buy Premium account to see this strategy)         
469Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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