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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
84Quantpedia Premium (Buy Premium account to see this strategy)         
107Quantpedia Premium (Buy Premium account to see this strategy)         
164Quantpedia Premium (Buy Premium account to see this strategy)         
252Quantpedia Premium (Buy Premium account to see this strategy)         
301Quantpedia Premium (Buy Premium account to see this strategy)         
302Quantpedia Premium (Buy Premium account to see this strategy)         
303Quantpedia Premium (Buy Premium account to see this strategy)         
354Quantpedia Premium (Buy Premium account to see this strategy)         
409Quantpedia Premium (Buy Premium account to see this strategy)         
424Quantpedia Premium (Buy Premium account to see this strategy)         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%0%0% 
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
53Quantpedia Premium (Buy Premium account to see this strategy)         
110Quantpedia Premium (Buy Premium account to see this strategy)         
111Quantpedia Premium (Buy Premium account to see this strategy)         
165Quantpedia Premium (Buy Premium account to see this strategy)         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
240Quantpedia Premium (Buy Premium account to see this strategy)         
247Quantpedia Premium (Buy Premium account to see this strategy)         
314Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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