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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
500Quantpedia Premium (Buy Premium account to see this strategy)         
503Quantpedia Premium (Buy Premium account to see this strategy)         
505Quantpedia Premium (Buy Premium account to see this strategy)         
510Quantpedia Premium (Buy Premium account to see this strategy)         
514Quantpedia Premium (Buy Premium account to see this strategy)         
519Quantpedia Premium (Buy Premium account to see this strategy)         
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
525Quantpedia Premium (Buy Premium account to see this strategy)         
526Quantpedia Premium (Buy Premium account to see this strategy)         
534Quantpedia Premium (Buy Premium account to see this strategy)         
538Quantpedia Premium (Buy Premium account to see this strategy)         
540Quantpedia Premium (Buy Premium account to see this strategy)         
547Quantpedia Premium (Buy Premium account to see this strategy)         
548Quantpedia Premium (Buy Premium account to see this strategy)         
73Quantpedia Premium (Buy Premium account to see this strategy)         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
105Quantpedia Premium (Buy Premium account to see this strategy)         
182Quantpedia Premium (Buy Premium account to see this strategy)         
261Quantpedia Premium (Buy Premium account to see this strategy)         
328Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 474 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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