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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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)         
491Quantpedia Premium (Buy Premium account to see this strategy)         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0% 
513Quantpedia Premium (Buy Premium account to see this strategy)         
463Quantpedia Premium (Buy Premium account to see this strategy)         
435Quantpedia Premium (Buy Premium account to see this strategy)         
154Quantpedia Premium (Buy Premium account to see this strategy)         
494Quantpedia Premium (Buy Premium account to see this strategy)         
191Quantpedia Premium (Buy Premium account to see this strategy)         
224Quantpedia Premium (Buy Premium account to see this strategy)         
190Quantpedia Premium (Buy Premium account to see this strategy)         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%0%0% 
322Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0%0.34
514Quantpedia Premium (Buy Premium account to see this strategy)         
474Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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