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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
226Quantpedia Premium (Buy Premium account to see this strategy)         
322Quantpedia Premium (Buy Premium account to see this strategy)         
333Quantpedia Premium (Buy Premium account to see this strategy)         
56Quantpedia Premium (Buy Premium account to see this strategy)         
120Quantpedia Premium (Buy Premium account to see this strategy)         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%0%0% 
280Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%0%0% 
255Quantpedia Premium (Buy Premium account to see this strategy)         
261Quantpedia Premium (Buy Premium account to see this strategy)         
401Quantpedia Premium (Buy Premium account to see this strategy)         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5%0%0.89
439Quantpedia Premium (Buy Premium account to see this strategy)         
338Quantpedia Premium (Buy Premium account to see this strategy)         
334Quantpedia Premium (Buy Premium account to see this strategy)         
194Quantpedia Premium (Buy Premium account to see this strategy)         
389Quantpedia Premium (Buy Premium account to see this strategy)         
444Quantpedia Premium (Buy Premium account to see this strategy)         
482Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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