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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
405Quantpedia Premium (Buy Premium account to see this strategy)         
240Quantpedia Premium (Buy Premium account to see this strategy)         
32Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
144Trend-Following Effect in StocksequitiesstocksComplex strategy1983-20042215.5%15.6%-29.3%0.74
314Quantpedia Premium (Buy Premium account to see this strategy)         
264Quantpedia Premium (Buy Premium account to see this strategy)         
396Quantpedia Premium (Buy Premium account to see this strategy)         
242Quantpedia Premium (Buy Premium account to see this strategy)         
352Quantpedia Premium (Buy Premium account to see this strategy)         
6Quantpedia Premium (Buy Premium account to see this strategy)         
306Quantpedia Premium (Buy Premium account to see this strategy)         
288Quantpedia Premium (Buy Premium account to see this strategy)         
63Quantpedia Premium (Buy Premium account to see this strategy)         
257Quantpedia Premium (Buy Premium account to see this strategy)         
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010226.48%10%-21.63%0.65
216Quantpedia Premium (Buy Premium account to see this strategy)         
418Quantpedia Premium (Buy Premium account to see this strategy)         
267Quantpedia Premium (Buy Premium account to see this strategy)         
365Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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