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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
333Quantpedia Premium (Buy Premium account to see this strategy)         
385Quantpedia Premium (Buy Premium account to see this strategy)         
395Quantpedia Premium (Buy Premium account to see this strategy)         
398Quantpedia Premium (Buy Premium account to see this strategy)         
403Quantpedia Premium (Buy Premium account to see this strategy)         
413Quantpedia Premium (Buy Premium account to see this strategy)         
10Quantpedia Premium (Buy Premium account to see this strategy)         
134Quantpedia Premium (Buy Premium account to see this strategy)         
279Quantpedia Premium (Buy Premium account to see this strategy)         
362Quantpedia Premium (Buy Premium account to see this strategy)         
445Quantpedia Premium (Buy Premium account to see this strategy)         
7Low Volatility Factor Effect in Stocks – Long-Only VersionequitiesstocksComplex strategy1986-20062111.3%10.1%0%0.72
11Quantpedia Premium (Buy Premium account to see this strategy)         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%6.8%0%1.8
18Quantpedia Premium (Buy Premium account to see this strategy)         
25Small Capitalization Stocks Premium AnomalyequitiesstocksComplex strategy1927-20108412%32%-92% 
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%0.28
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%0%0% 
34Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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