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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
202Quantpedia Premium (Buy Premium account to see this strategy)         
19Quantpedia Premium (Buy Premium account to see this strategy)         
264Quantpedia Premium (Buy Premium account to see this strategy)         
129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53%0%0.66
182Quantpedia Premium (Buy Premium account to see this strategy)         
132Quantpedia Premium (Buy Premium account to see this strategy)         
344Quantpedia Premium (Buy Premium account to see this strategy)         
468Quantpedia Premium (Buy Premium account to see this strategy)         
369Quantpedia Premium (Buy Premium account to see this strategy)         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%0.89
333Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91%0%0.67
421Quantpedia Premium (Buy Premium account to see this strategy)         
101Quantpedia Premium (Buy Premium account to see this strategy)         
151Quantpedia Premium (Buy Premium account to see this strategy)         
263Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
350Quantpedia Premium (Buy Premium account to see this strategy)         
79Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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