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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)         
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)         
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)         
47Quantpedia Premium (Buy Premium account to see this strategy)         
48Quantpedia Premium (Buy Premium account to see this strategy)         
274Quantpedia Premium (Buy Premium account to see this strategy)         
260Quantpedia Premium (Buy Premium account to see this strategy)         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%0.6
448Quantpedia Premium (Buy Premium account to see this strategy)         
251Quantpedia Premium (Buy Premium account to see this strategy)         
24Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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