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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
327Quantpedia Premium (Buy Premium account to see this strategy)         
359Quantpedia Premium (Buy Premium account to see this strategy)         
391Quantpedia Premium (Buy Premium account to see this strategy)         
423Quantpedia Premium (Buy Premium account to see this strategy)         
18Quantpedia Premium (Buy Premium account to see this strategy)         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%0.7
82Quantpedia Premium (Buy Premium account to see this strategy)         
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0% 
178Quantpedia Premium (Buy Premium account to see this strategy)         
338Quantpedia Premium (Buy Premium account to see this strategy)         
370Quantpedia Premium (Buy Premium account to see this strategy)         
402Quantpedia Premium (Buy Premium account to see this strategy)         
434Quantpedia Premium (Buy Premium account to see this strategy)         
29Quantpedia Premium (Buy Premium account to see this strategy)         
61Quantpedia Premium (Buy Premium account to see this strategy)         
93Quantpedia Premium (Buy Premium account to see this strategy)         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksComplex strategy1965-2002388.6%12.2%0%0.38
157Quantpedia Premium (Buy Premium account to see this strategy)         
189Quantpedia Premium (Buy Premium account to see this strategy)         
221Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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