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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
412Quantpedia Premium (Buy Premium account to see this strategy)         
417Quantpedia Premium (Buy Premium account to see this strategy)         
399Quantpedia Premium (Buy Premium account to see this strategy)         
137Quantpedia Premium (Buy Premium account to see this strategy)         
536Quantpedia Premium (Buy Premium account to see this strategy)         
476Quantpedia Premium (Buy Premium account to see this strategy)         
340Quantpedia Premium (Buy Premium account to see this strategy)         
248Quantpedia Premium (Buy Premium account to see this strategy)         
176Quantpedia Premium (Buy Premium account to see this strategy)         
513Quantpedia Premium (Buy Premium account to see this strategy)         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33%0%0.48
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%0.57
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6%0%0.24
266Quantpedia Premium (Buy Premium account to see this strategy)         
499Quantpedia Premium (Buy Premium account to see this strategy)         
107Quantpedia Premium (Buy Premium account to see this strategy)         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
490Quantpedia Premium (Buy Premium account to see this strategy)         
344Quantpedia Premium (Buy Premium account to see this strategy)         
23Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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