Screener - QuantPedia

Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

We've found 82 Free, 114 Prime and 886 Premium strategies.Upgrade subscription to unlock more

Change Your View

ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Maximum Drawdown	Sharpe Ratio
21	Momentum Effect in Commodities	commodities	CFDs, futures	Simple strategy	1979-2004	26	14.6%	25.57%		0.57
22	Term Structure Effect in Commodities	commodities	futures	Simple strategy	1979-2004	26	11.73%	23.84%	-57.53%	0.49
23	Upgrade your subscription to see this strategy
24	Upgrade your subscription to see this strategy
25	Size Factor – Small Capitalization Stocks Premium	equities	stocks	Complex strategy	1926-2017	92	6.1%	25.6%		0.24
26	Value (Book-to-Market) Factor	equities	stocks	Complex strategy	1926-2014	89	3.6%	12.02%		0.3
27	Upgrade your subscription to see this strategy
28	Value and Momentum Factors across Asset Classes	bonds, equities, REITs	ETFs, funds, futures	Simple strategy	1986-2007	22	11.9%	10%		0.79
29	Upgrade your subscription to see this strategy
30	Upgrade your subscription to see this strategy
31	Market Seasonality Effect in World Equity Indexes	equities	CFDs, ETFs, funds, futures	Simple strategy	1970-2003	34	8.8%
32	Upgrade your subscription to see this strategy
33	Post-Earnings Announcement Effect	equities	stocks	Complex strategy	1987-2004	18	15%
34	Upgrade your subscription to see this strategy
35	Upgrade your subscription to see this strategy
36	Net Payout Yield Effect	equities	stocks	Complex strategy	1984-2003	20	22.13%
37	Net Current Asset Value Effect	equities	stocks	Moderately complex strategy	1980-2005	26	31.19%
38	Accrual Anomaly	equities	stocks	Complex strategy	1966-2003	38	7.5%	10.26%		0.34
39	Upgrade your subscription to see this strategy
40	Upgrade your subscription to see this strategy