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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
346Quantpedia Premium (Buy Premium account to see this strategy)         
372Quantpedia Premium (Buy Premium account to see this strategy)         
147Quantpedia Premium (Buy Premium account to see this strategy)         
242Quantpedia Premium (Buy Premium account to see this strategy)         
171Quantpedia Premium (Buy Premium account to see this strategy)         
89Quantpedia Premium (Buy Premium account to see this strategy)         
326Quantpedia Premium (Buy Premium account to see this strategy)         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19%0%1.16
217Quantpedia Premium (Buy Premium account to see this strategy)         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22%0%0.65
312Quantpedia Premium (Buy Premium account to see this strategy)         
390Quantpedia Premium (Buy Premium account to see this strategy)         
135Quantpedia Premium (Buy Premium account to see this strategy)         
206Quantpedia Premium (Buy Premium account to see this strategy)         
424Quantpedia Premium (Buy Premium account to see this strategy)         
279Quantpedia Premium (Buy Premium account to see this strategy)         
359Quantpedia Premium (Buy Premium account to see this strategy)         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5%0%0.77
145Quantpedia Premium (Buy Premium account to see this strategy)         
370Quantpedia 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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