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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
363Quantpedia Premium (Buy Premium account to see this strategy)         
141Quantpedia Premium (Buy Premium account to see this strategy)         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
65Quantpedia Premium (Buy Premium account to see this strategy)         
204Quantpedia Premium (Buy Premium account to see this strategy)         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%0.31
336Quantpedia Premium (Buy Premium account to see this strategy)         
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)         
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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