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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
4Quantpedia Premium (Buy Premium account to see this strategy)             
19Quantpedia Premium (Buy Premium account to see this strategy)             
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy1927-20108412%32%-92%Moderately Strongsmall cap, stock picking 
39Quantpedia Premium (Buy Premium account to see this strategy)             
43Quantpedia Premium (Buy Premium account to see this strategy)             
44Paired SwitchingQuarterly2bonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%Moderately Strongasset class picking, fund picking, market timing, momentum, rotational system0.78
45Short Interest Effect – Long-Short VersionMonthly1000equitiesstocksComplex strategy1988-20051819.7%17.14% Moderately Strongequity long short, stock picking0.92
49Quantpedia Premium (Buy Premium account to see this strategy)             
50FED ModelMonthly2bonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% Moderately Strongasset class picking, market timing0.7
61Quantpedia Premium (Buy Premium account to see this strategy)             
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy1926-2009848.86%11.5% Moderately Strongbeta factor, equity long short, stock picking0.42
79Quantpedia Premium (Buy Premium account to see this strategy)             
84Quantpedia Premium (Buy Premium account to see this strategy)             
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%Moderately Strongarbitrage, pairs trading, spread trading1.64
103Quantpedia Premium (Buy Premium account to see this strategy)             
108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy2000-2006742%50% Moderately Strongarbitrage, reversal, short selling, stock picking0.76
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%  Moderately Strongseasonality, stock picking 
119Quantpedia Premium (Buy Premium account to see this strategy)             
120Quantpedia Premium (Buy Premium account to see this strategy)             
121Quantpedia 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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