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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
336Quantpedia Premium (Buy Premium account to see this strategy)         
40Quantpedia Premium (Buy Premium account to see this strategy)         
105Quantpedia Premium (Buy Premium account to see this strategy)         
455Quantpedia Premium (Buy Premium account to see this strategy)         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%6.8%0%1.8
402Quantpedia Premium (Buy Premium account to see this strategy)         
252Quantpedia Premium (Buy Premium account to see this strategy)         
317Quantpedia Premium (Buy Premium account to see this strategy)         
187Quantpedia Premium (Buy Premium account to see this strategy)         
379Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
146Quantpedia Premium (Buy Premium account to see this strategy)         
246Quantpedia Premium (Buy Premium account to see this strategy)         
72Quantpedia Premium (Buy Premium account to see this strategy)         
383Quantpedia Premium (Buy Premium account to see this strategy)         
70Quantpedia Premium (Buy Premium account to see this strategy)         
409Quantpedia Premium (Buy Premium account to see this strategy)         
272Quantpedia Premium (Buy Premium account to see this strategy)         
335Quantpedia Premium (Buy Premium account to see this strategy)         
190Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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