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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
225Quantpedia Premium (Buy Premium account to see this strategy)         
321Quantpedia Premium (Buy Premium account to see this strategy)         
76Quantpedia Premium (Buy Premium account to see this strategy)         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%0%0% 
172Quantpedia Premium (Buy Premium account to see this strategy)         
236Quantpedia Premium (Buy Premium account to see this strategy)         
332Quantpedia Premium (Buy Premium account to see this strategy)         
460ESG Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%0%0% 
119Quantpedia Premium (Buy Premium account to see this strategy)         
343Quantpedia Premium (Buy Premium account to see this strategy)         
451Quantpedia Premium (Buy Premium account to see this strategy)         
450Quantpedia Premium (Buy Premium account to see this strategy)         
414Quantpedia Premium (Buy Premium account to see this strategy)         
452Quantpedia Premium (Buy Premium account to see this strategy)         
413Quantpedia Premium (Buy Premium account to see this strategy)         
393Quantpedia Premium (Buy Premium account to see this strategy)         
399Quantpedia Premium (Buy Premium account to see this strategy)         
110Quantpedia Premium (Buy Premium account to see this strategy)         
363Quantpedia Premium (Buy Premium account to see this strategy)         
421Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 397 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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