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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
180Quantpedia Premium (Buy Premium account to see this strategy)         
416Quantpedia Premium (Buy Premium account to see this strategy)         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0% 
491Quantpedia Premium (Buy Premium account to see this strategy)         
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%0%0% 
106Quantpedia Premium (Buy Premium account to see this strategy)         
170Quantpedia Premium (Buy Premium account to see this strategy)         
341Quantpedia Premium (Buy Premium account to see this strategy)         
53Quantpedia Premium (Buy Premium account to see this strategy)         
181Quantpedia Premium (Buy Premium account to see this strategy)         
64Quantpedia Premium (Buy Premium account to see this strategy)         
160Quantpedia Premium (Buy Premium account to see this strategy)         
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%0%0% 
75Federal Open Market Committee Meeting Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0% 
278Quantpedia Premium (Buy Premium account to see this strategy)         
374Quantpedia Premium (Buy Premium account to see this strategy)         
86Quantpedia Premium (Buy Premium account to see this strategy)         
225Quantpedia Premium (Buy Premium account to see this strategy)         
321Quantpedia Premium (Buy Premium account to see this strategy)         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%0%0% 
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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