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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
192Quantpedia Premium (Buy Premium account to see this strategy)         
422Quantpedia Premium (Buy Premium account to see this strategy)         
133Quantpedia Premium (Buy Premium account to see this strategy)         
154Quantpedia Premium (Buy Premium account to see this strategy)         
40Quantpedia Premium (Buy Premium account to see this strategy)         
398Quantpedia Premium (Buy Premium account to see this strategy)         
533Quantpedia Premium (Buy Premium account to see this strategy)         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94%0%1.09
84Quantpedia Premium (Buy Premium account to see this strategy)         
474Quantpedia Premium (Buy Premium account to see this strategy)         
481Quantpedia Premium (Buy Premium account to see this strategy)         
544Quantpedia Premium (Buy Premium account to see this strategy)         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0%0.34
510Quantpedia Premium (Buy Premium account to see this strategy)         
79Quantpedia Premium (Buy Premium account to see this strategy)         
532Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
454Quantpedia Premium (Buy Premium account to see this strategy)         
200Quantpedia Premium (Buy Premium account to see this strategy)         
10Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 474 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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