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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
84Quantpedia Premium (Buy Premium account to see this strategy)         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0% 
82Quantpedia Premium (Buy Premium account to see this strategy)         
81Quantpedia Premium (Buy Premium account to see this strategy)         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%0.89
79Quantpedia Premium (Buy Premium account to see this strategy)         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08%0%0.51
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
76Quantpedia Premium (Buy Premium account to see this strategy)         
75Federal Open Market Committee Meeting Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0% 
74Quantpedia Premium (Buy Premium account to see this strategy)         
73Quantpedia Premium (Buy Premium account to see this strategy)         
72Quantpedia Premium (Buy Premium account to see this strategy)         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%0.82
70Quantpedia Premium (Buy Premium account to see this strategy)         
69Quantpedia Premium (Buy Premium account to see this strategy)         
68Quantpedia Premium (Buy Premium account to see this strategy)         
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%0%0% 
66Quantpedia Premium (Buy Premium account to see this strategy)         
65Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 73 Free and 451 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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