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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
408Quantpedia Premium (Buy Premium account to see this strategy)             
409Quantpedia Premium (Buy Premium account to see this strategy)             
175Quantpedia Premium (Buy Premium account to see this strategy)             
163Quantpedia Premium (Buy Premium account to see this strategy)             
317Quantpedia Premium (Buy Premium account to see this strategy)             
392Quantpedia Premium (Buy Premium account to see this strategy)             
119Quantpedia Premium (Buy Premium account to see this strategy)             
389Quantpedia Premium (Buy Premium account to see this strategy)             
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy2007-2011519.67%  Strongvolatility effect, volatility premium 
433Quantpedia Premium (Buy Premium account to see this strategy)             
380Quantpedia Premium (Buy Premium account to see this strategy)             
103Quantpedia Premium (Buy Premium account to see this strategy)             
434Quantpedia Premium (Buy Premium account to see this strategy)             
381Quantpedia Premium (Buy Premium account to see this strategy)             
201Quantpedia Premium (Buy Premium account to see this strategy)             
416Quantpedia Premium (Buy Premium account to see this strategy)             
76Quantpedia Premium (Buy Premium account to see this strategy)             
204Quantpedia Premium (Buy Premium account to see this strategy)             
311Quantpedia Premium (Buy Premium account to see this strategy)             
269Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 70 Free and 376 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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