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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
79Quantpedia Premium (Buy Premium account to see this strategy)         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0% 
87Quantpedia Premium (Buy Premium account to see this strategy)         
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%0.81
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7%0%0.61
103Quantpedia Premium (Buy Premium account to see this strategy)         
104Quantpedia Premium (Buy Premium account to see this strategy)         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%0.38
131Quantpedia Premium (Buy Premium account to see this strategy)         
132Quantpedia Premium (Buy Premium account to see this strategy)         
133Quantpedia Premium (Buy Premium account to see this strategy)         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%0%0% 
142Quantpedia Premium (Buy Premium account to see this strategy)         
157Quantpedia Premium (Buy Premium account to see this strategy)         
161Quantpedia Premium (Buy Premium account to see this strategy)         
163Quantpedia Premium (Buy Premium account to see this strategy)         
170Quantpedia Premium (Buy Premium account to see this strategy)         
172Quantpedia Premium (Buy Premium account to see this strategy)         
178Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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