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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
318Quantpedia Premium (Buy Premium account to see this strategy)         
343Quantpedia Premium (Buy Premium account to see this strategy)         
372Quantpedia Premium (Buy Premium account to see this strategy)         
76Quantpedia Premium (Buy Premium account to see this strategy)         
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.8%9.06%-17.88%0.86
47Quantpedia Premium (Buy Premium account to see this strategy)         
48Quantpedia Premium (Buy Premium account to see this strategy)         
120Quantpedia Premium (Buy Premium account to see this strategy)         
121Quantpedia Premium (Buy Premium account to see this strategy)         
149Quantpedia Premium (Buy Premium account to see this strategy)         
150Quantpedia Premium (Buy Premium account to see this strategy)         
258Quantpedia Premium (Buy Premium account to see this strategy)         
259Quantpedia Premium (Buy Premium account to see this strategy)         
282Quantpedia Premium (Buy Premium account to see this strategy)         
311Quantpedia Premium (Buy Premium account to see this strategy)         
350Quantpedia Premium (Buy Premium account to see this strategy)         
415Quantpedia Premium (Buy Premium account to see this strategy)         
438Quantpedia Premium (Buy Premium account to see this strategy)         
439Quantpedia Premium (Buy Premium account to see this strategy)         
443Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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