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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
247Quantpedia Premium (Buy Premium account to see this strategy)         
279Quantpedia Premium (Buy Premium account to see this strategy)         
314Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%0.31
368Quantpedia Premium (Buy Premium account to see this strategy)         
242Quantpedia Premium (Buy Premium account to see this strategy)         
404Quantpedia Premium (Buy Premium account to see this strategy)         
313Quantpedia Premium (Buy Premium account to see this strategy)         
117Quantpedia Premium (Buy Premium account to see this strategy)         
150Quantpedia Premium (Buy Premium account to see this strategy)         
141Quantpedia Premium (Buy Premium account to see this strategy)         
89Quantpedia Premium (Buy Premium account to see this strategy)         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01%0%0.33
449Quantpedia Premium (Buy Premium account to see this strategy)         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26%0%0.34
423Quantpedia Premium (Buy Premium account to see this strategy)         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0%0.34
219Quantpedia Premium (Buy Premium account to see this strategy)         
18Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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