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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
34Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%0%0% 
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26%0%0.34
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%0%0% 
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)         
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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