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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
356Quantpedia Premium (Buy Premium account to see this strategy)         
365Quantpedia Premium (Buy Premium account to see this strategy)         
366Quantpedia Premium (Buy Premium account to see this strategy)         
374Quantpedia Premium (Buy Premium account to see this strategy)         
392Quantpedia Premium (Buy Premium account to see this strategy)         
407Quantpedia Premium (Buy Premium account to see this strategy)         
411Quantpedia Premium (Buy Premium account to see this strategy)         
416Quantpedia Premium (Buy Premium account to see this strategy)         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%0.6
441Quantpedia Premium (Buy Premium account to see this strategy)         
442Quantpedia Premium (Buy Premium account to see this strategy)         
444Quantpedia Premium (Buy Premium account to see this strategy)         
458Quantpedia Premium (Buy Premium account to see this strategy)         
463Quantpedia Premium (Buy Premium account to see this strategy)         
470Quantpedia Premium (Buy Premium account to see this strategy)         
471Quantpedia Premium (Buy Premium account to see this strategy)         
487Quantpedia Premium (Buy Premium account to see this strategy)         
489Quantpedia Premium (Buy Premium account to see this strategy)         
491Quantpedia Premium (Buy Premium account to see this strategy)         
509Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 474 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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