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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
161Quantpedia Premium (Buy Premium account to see this strategy)         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%0%0% 
163Quantpedia Premium (Buy Premium account to see this strategy)         
164Quantpedia Premium (Buy Premium account to see this strategy)         
165Quantpedia Premium (Buy Premium account to see this strategy)         
166Quantpedia Premium (Buy Premium account to see this strategy)         
167Quantpedia Premium (Buy Premium account to see this strategy)         
168Quantpedia Premium (Buy Premium account to see this strategy)         
169Quantpedia Premium (Buy Premium account to see this strategy)         
170Quantpedia Premium (Buy Premium account to see this strategy)         
171Quantpedia Premium (Buy Premium account to see this strategy)         
172Quantpedia Premium (Buy Premium account to see this strategy)         
173Quantpedia Premium (Buy Premium account to see this strategy)         
174Quantpedia Premium (Buy Premium account to see this strategy)         
175Quantpedia Premium (Buy Premium account to see this strategy)         
176Quantpedia Premium (Buy Premium account to see this strategy)         
177Quantpedia Premium (Buy Premium account to see this strategy)         
178Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
180Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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