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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%0%0% 
404Quantpedia Premium (Buy Premium account to see this strategy)         
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2Asset Class Momentum – Rotational Systembonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093715%9.6%-12.95%1.15
1Asset Class Trend-Followingbonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20083611.27%6.87%-9.53%1.06
52Asset Growth EffectequitiesstocksComplex strategy1968-20063920.84%14.07%0%1.2
87Quantpedia Premium (Buy Premium account to see this strategy)         
368Quantpedia Premium (Buy Premium account to see this strategy)         
78Betting Against Beta Factor in Country Equity IndexesequitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%0.31
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
345Quantpedia Premium (Buy Premium account to see this strategy)         
381Quantpedia Premium (Buy Premium account to see this strategy)         
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412Quantpedia Premium (Buy Premium account to see this strategy)         
429Quantpedia Premium (Buy Premium account to see this strategy)         
379Quantpedia Premium (Buy Premium account to see this strategy)         
234Quantpedia Premium (Buy Premium account to see this strategy)         
401Quantpedia Premium (Buy Premium account to see this strategy)         
406Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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