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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%0%0% 
47Quantpedia Premium (Buy Premium account to see this strategy)         
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175Quantpedia Premium (Buy Premium account to see this strategy)         
239Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
303Quantpedia Premium (Buy Premium account to see this strategy)         
335Quantpedia Premium (Buy Premium account to see this strategy)         
399Quantpedia Premium (Buy Premium account to see this strategy)         
432Quantpedia Premium (Buy Premium account to see this strategy)         
468Quantpedia Premium (Buy Premium account to see this strategy)         
58Quantpedia Premium (Buy Premium account to see this strategy)         
90Quantpedia Premium (Buy Premium account to see this strategy)         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1964-20064323%20.3%0%0.94
154Quantpedia Premium (Buy Premium account to see this strategy)         
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218Quantpedia Premium (Buy Premium account to see this strategy)         
250Quantpedia Premium (Buy Premium account to see this strategy)         
282Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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