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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
139Quantpedia Premium (Buy Premium account to see this strategy)         
428Quantpedia Premium (Buy Premium account to see this strategy)         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-20108414.3%20.89%-77.46%0.49
352Quantpedia Premium (Buy Premium account to see this strategy)         
174Quantpedia Premium (Buy Premium account to see this strategy)         
446Quantpedia Premium (Buy Premium account to see this strategy)         
173Quantpedia Premium (Buy Premium account to see this strategy)         
289Quantpedia Premium (Buy Premium account to see this strategy)         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%1.64
437Quantpedia Premium (Buy Premium account to see this strategy)         
245Quantpedia Premium (Buy Premium account to see this strategy)         
197Quantpedia Premium (Buy Premium account to see this strategy)         
339Quantpedia Premium (Buy Premium account to see this strategy)         
360Quantpedia Premium (Buy Premium account to see this strategy)         
385Quantpedia Premium (Buy Premium account to see this strategy)         
189Quantpedia Premium (Buy Premium account to see this strategy)         
177Quantpedia Premium (Buy Premium account to see this strategy)         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
183Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 380 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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