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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53% 0.66
515Quantpedia Premium (Buy Premium account to see this strategy)         
603Quantpedia Premium (Buy Premium account to see this strategy)         
6Quantpedia Premium (Buy Premium account to see this strategy)         
156Quantpedia Premium (Buy Premium account to see this strategy)         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
470Quantpedia Premium (Buy Premium account to see this strategy)         
149Quantpedia Premium (Buy Premium account to see this strategy)         
402Quantpedia Premium (Buy Premium account to see this strategy)         
310Quantpedia Premium (Buy Premium account to see this strategy)         
115Quantpedia Premium (Buy Premium account to see this strategy)         
471Quantpedia Premium (Buy Premium account to see this strategy)         
221Quantpedia Premium (Buy Premium account to see this strategy)         
430Quantpedia Premium (Buy Premium account to see this strategy)         
472Quantpedia Premium (Buy Premium account to see this strategy)         
247Quantpedia Premium (Buy Premium account to see this strategy)         
358Quantpedia Premium (Buy Premium account to see this strategy)         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
562Quantpedia Premium (Buy Premium account to see this strategy)         
294Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 544 Premium strategiesUpgrade to Premium to unlock Premium strategies

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