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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
45Short Interest Effect – Long-Short VersionequitiesstocksComplex strategy1988-20051819.7%17.14%0%0.92
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%0%0% 
49Quantpedia Premium (Buy Premium account to see this strategy)         
52Asset Growth EffectequitiesstocksComplex strategy1968-20063920.84%14.07%0%1.2
62Quantpedia Premium (Buy Premium account to see this strategy)         
65Quantpedia Premium (Buy Premium account to see this strategy)         
70Quantpedia Premium (Buy Premium account to see this strategy)         
74Quantpedia Premium (Buy Premium account to see this strategy)         
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%0.89
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11%0%0.7
94Quantpedia Premium (Buy Premium account to see this strategy)         
95Quantpedia Premium (Buy Premium account to see this strategy)         
97Quantpedia Premium (Buy Premium account to see this strategy)         
106Quantpedia Premium (Buy Premium account to see this strategy)         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50%0%0.76
109Quantpedia Premium (Buy Premium account to see this strategy)         
115Quantpedia Premium (Buy Premium account to see this strategy)         
116Quantpedia Premium (Buy Premium account to see this strategy)         
117Quantpedia 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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