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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
4Quantpedia Premium (Buy Premium account to see this strategy)         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
68Quantpedia Premium (Buy Premium account to see this strategy)         
132Quantpedia Premium (Buy Premium account to see this strategy)         
164Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
228Quantpedia Premium (Buy Premium account to see this strategy)         
260Quantpedia Premium (Buy Premium account to see this strategy)         
292Quantpedia Premium (Buy Premium account to see this strategy)         
324Quantpedia Premium (Buy Premium account to see this strategy)         
356Quantpedia Premium (Buy Premium account to see this strategy)         
388Quantpedia Premium (Buy Premium account to see this strategy)         
420Quantpedia Premium (Buy Premium account to see this strategy)         
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%0%0% 
47Quantpedia Premium (Buy Premium account to see this strategy)         
79Quantpedia Premium (Buy Premium account to see this strategy)         
111Quantpedia Premium (Buy Premium account to see this strategy)         
175Quantpedia Premium (Buy Premium account to see this strategy)         
239Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
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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