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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
4Quantpedia Premium (Buy Premium account to see this strategy)         
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%0%0% 
58Quantpedia Premium (Buy Premium account to see this strategy)         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%0%0% 
69Quantpedia Premium (Buy Premium account to see this strategy)         
165Quantpedia Premium (Buy Premium account to see this strategy)         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%0%0% 
59Quantpedia Premium (Buy Premium account to see this strategy)         
315Quantpedia Premium (Buy Premium account to see this strategy)         
347Quantpedia Premium (Buy Premium account to see this strategy)         
134Quantpedia Premium (Buy Premium account to see this strategy)         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%0%0% 
49Quantpedia Premium (Buy Premium account to see this strategy)         
273Quantpedia Premium (Buy Premium account to see this strategy)         
17Quantpedia Premium (Buy Premium account to see this strategy)         
60Quantpedia Premium (Buy Premium account to see this strategy)         
188Quantpedia Premium (Buy Premium account to see this strategy)         
316Quantpedia Premium (Buy Premium account to see this strategy)         
348Quantpedia Premium (Buy Premium account to see this strategy)         
488Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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