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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
404Quantpedia Premium (Buy Premium account to see this strategy)         
151Quantpedia Premium (Buy Premium account to see this strategy)         
368Quantpedia Premium (Buy Premium account to see this strategy)         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1964-20064323%20.3%0%0.94
427Quantpedia Premium (Buy Premium account to see this strategy)         
244Quantpedia Premium (Buy Premium account to see this strategy)         
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61%0%0.39
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
463Quantpedia Premium (Buy Premium account to see this strategy)         
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)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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