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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
273Quantpedia Premium (Buy Premium account to see this strategy)         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%0.78
175Quantpedia Premium (Buy Premium account to see this strategy)         
90Quantpedia Premium (Buy Premium account to see this strategy)         
73Quantpedia Premium (Buy Premium account to see this strategy)         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10%0%1.66
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85%0%1.22
414Quantpedia Premium (Buy Premium account to see this strategy)         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%0.6
374Quantpedia Premium (Buy Premium account to see this strategy)         
329Quantpedia Premium (Buy Premium account to see this strategy)         
274Quantpedia Premium (Buy Premium account to see this strategy)         
69Quantpedia Premium (Buy Premium account to see this strategy)         
275Quantpedia Premium (Buy Premium account to see this strategy)         
153Quantpedia Premium (Buy Premium account to see this strategy)         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%0%0% 
106Quantpedia Premium (Buy Premium account to see this strategy)         
34Quantpedia Premium (Buy Premium account to see this strategy)         
245Quantpedia Premium (Buy Premium account to see this strategy)         
330Quantpedia 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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