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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
362Quantpedia Premium (Buy Premium account to see this strategy)         
231Quantpedia Premium (Buy Premium account to see this strategy)         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksComplex strategy1965-2002388.6%12.2%0%0.38
209Quantpedia Premium (Buy Premium account to see this strategy)         
208Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
373Quantpedia Premium (Buy Premium account to see this strategy)         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-20111663.52%12.29%0%4.84
351Quantpedia Premium (Buy Premium account to see this strategy)         
211Quantpedia Premium (Buy Premium account to see this strategy)         
284Quantpedia Premium (Buy Premium account to see this strategy)         
395Quantpedia Premium (Buy Premium account to see this strategy)         
185Quantpedia Premium (Buy Premium account to see this strategy)         
115Quantpedia Premium (Buy Premium account to see this strategy)         
93Quantpedia Premium (Buy Premium account to see this strategy)         
105Quantpedia Premium (Buy Premium account to see this strategy)         
335Quantpedia Premium (Buy Premium account to see this strategy)         
227Quantpedia Premium (Buy Premium account to see this strategy)         
182Quantpedia Premium (Buy Premium account to see this strategy)         
293Quantpedia 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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