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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksComplex strategy1965-2002388.6%12.2%0%0.38
394Quantpedia Premium (Buy Premium account to see this strategy)         
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61%0%0.39
128Quantpedia Premium (Buy Premium account to see this strategy)         
213Quantpedia Premium (Buy Premium account to see this strategy)         
111Quantpedia Premium (Buy Premium account to see this strategy)         
148Quantpedia Premium (Buy Premium account to see this strategy)         
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5%0%0.42
159Quantpedia Premium (Buy Premium account to see this strategy)         
27Quantpedia Premium (Buy Premium account to see this strategy)         
396Quantpedia Premium (Buy Premium account to see this strategy)         
387Quantpedia Premium (Buy Premium account to see this strategy)         
135Quantpedia Premium (Buy Premium account to see this strategy)         
232Quantpedia Premium (Buy Premium account to see this strategy)         
132Quantpedia Premium (Buy Premium account to see this strategy)         
420Quantpedia Premium (Buy Premium account to see this strategy)         
203Quantpedia Premium (Buy Premium account to see this strategy)         
268Quantpedia Premium (Buy Premium account to see this strategy)         
123Quantpedia Premium (Buy Premium account to see this strategy)         
296Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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