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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
349Quantpedia Premium (Buy Premium account to see this strategy)         
364Quantpedia Premium (Buy Premium account to see this strategy)         
280Quantpedia Premium (Buy Premium account to see this strategy)         
241Quantpedia Premium (Buy Premium account to see this strategy)         
306Quantpedia Premium (Buy Premium account to see this strategy)         
409Quantpedia Premium (Buy Premium account to see this strategy)         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%1.64
227Quantpedia Premium (Buy Premium account to see this strategy)         
260Quantpedia Premium (Buy Premium account to see this strategy)         
360Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-Following Effect in StocksequitiesstocksComplex strategy1983-20042215.5%15.6%-29.3%0.74
206Quantpedia Premium (Buy Premium account to see this strategy)         
63Quantpedia Premium (Buy Premium account to see this strategy)         
193Quantpedia Premium (Buy Premium account to see this strategy)         
137Quantpedia Premium (Buy Premium account to see this strategy)         
255Quantpedia Premium (Buy Premium account to see this strategy)         
270Quantpedia Premium (Buy Premium account to see this strategy)         
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9%0%1.04
438Quantpedia Premium (Buy Premium account to see this strategy)         
170Quantpedia 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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