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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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)         
369Quantpedia Premium (Buy Premium account to see this strategy)         
403Quantpedia Premium (Buy Premium account to see this strategy)         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86%0%0.82
287Quantpedia Premium (Buy Premium account to see this strategy)         
63Quantpedia Premium (Buy Premium account to see this strategy)         
168Quantpedia Premium (Buy Premium account to see this strategy)         
447Quantpedia Premium (Buy Premium account to see this strategy)         
396Quantpedia Premium (Buy Premium account to see this strategy)         
52Asset Growth EffectequitiesstocksComplex strategy1968-20063920.84%14.07%0%1.2
354Quantpedia Premium (Buy Premium account to see this strategy)         
387Quantpedia Premium (Buy Premium account to see this strategy)         
192Quantpedia Premium (Buy Premium account to see this strategy)         
319Quantpedia Premium (Buy Premium account to see this strategy)         
200Quantpedia Premium (Buy Premium account to see this strategy)         
309Quantpedia Premium (Buy Premium account to see this strategy)         
133Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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