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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
276Quantpedia Premium (Buy Premium account to see this strategy)         
176Quantpedia Premium (Buy Premium account to see this strategy)         
256Quantpedia Premium (Buy Premium account to see this strategy)         
653Quantpedia Premium (Buy Premium account to see this strategy)         
180Quantpedia Premium (Buy Premium account to see this strategy)         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
554Quantpedia Premium (Buy Premium account to see this strategy)         
594Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
266Quantpedia Premium (Buy Premium account to see this strategy)         
603Quantpedia Premium (Buy Premium account to see this strategy)         
362Quantpedia Premium (Buy Premium account to see this strategy)         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
628Quantpedia Premium (Buy Premium account to see this strategy)         
415Quantpedia Premium (Buy Premium account to see this strategy)         
476Quantpedia Premium (Buy Premium account to see this strategy)         
110Quantpedia Premium (Buy Premium account to see this strategy)         
120Quantpedia Premium (Buy Premium account to see this strategy)         
236Quantpedia Premium (Buy Premium account to see this strategy)         
285Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 599 Premium strategiesUpgrade to Premium to unlock Premium strategies

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