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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.8%9.06%-17.88%0.86
244Quantpedia Premium (Buy Premium account to see this strategy)         
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461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5%0%0.89
303Quantpedia Premium (Buy Premium account to see this strategy)         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%0.89
445Quantpedia Premium (Buy Premium account to see this strategy)         
319Quantpedia Premium (Buy Premium account to see this strategy)         
302Quantpedia Premium (Buy Premium account to see this strategy)         
166Quantpedia Premium (Buy Premium account to see this strategy)         
286Quantpedia Premium (Buy Premium account to see this strategy)         
43Quantpedia Premium (Buy Premium account to see this strategy)         
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384Quantpedia Premium (Buy Premium account to see this strategy)         
45Short Interest Effect – Long-Short VersionequitiesstocksComplex strategy1988-20051819.7%17.14%0%0.92
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The Encyclopedia of Quantitative Trading Strategies

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