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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
239Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
303Quantpedia Premium (Buy Premium account to see this strategy)         
335Quantpedia Premium (Buy Premium account to see this strategy)         
399Quantpedia Premium (Buy Premium account to see this strategy)         
58Quantpedia Premium (Buy Premium account to see this strategy)         
90Quantpedia Premium (Buy Premium account to see this strategy)         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1964-20064323%20.3%0%0.94
154Quantpedia Premium (Buy Premium account to see this strategy)         
186Quantpedia Premium (Buy Premium account to see this strategy)         
218Quantpedia Premium (Buy Premium account to see this strategy)         
250Quantpedia Premium (Buy Premium account to see this strategy)         
282Quantpedia Premium (Buy Premium account to see this strategy)         
346Quantpedia Premium (Buy Premium account to see this strategy)         
378Quantpedia Premium (Buy Premium account to see this strategy)         
410Quantpedia Premium (Buy Premium account to see this strategy)         
442Quantpedia 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)         
101Quantpedia 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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