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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
452Quantpedia Premium (Buy Premium account to see this strategy)             
451Quantpedia Premium (Buy Premium account to see this strategy)             
450Quantpedia Premium (Buy Premium account to see this strategy)             
449Quantpedia Premium (Buy Premium account to see this strategy)             
448Quantpedia Premium (Buy Premium account to see this strategy)             
447Quantpedia Premium (Buy Premium account to see this strategy)             
446Quantpedia Premium (Buy Premium account to see this strategy)             
445Quantpedia Premium (Buy Premium account to see this strategy)             
444Quantpedia Premium (Buy Premium account to see this strategy)             
443Quantpedia Premium (Buy Premium account to see this strategy)             
442Quantpedia Premium (Buy Premium account to see this strategy)             
441Quantpedia Premium (Buy Premium account to see this strategy)             
440Quantpedia Premium (Buy Premium account to see this strategy)             
439Quantpedia Premium (Buy Premium account to see this strategy)             
438Quantpedia Premium (Buy Premium account to see this strategy)             
437Quantpedia Premium (Buy Premium account to see this strategy)             
436Quantpedia Premium (Buy Premium account to see this strategy)             
435Quantpedia Premium (Buy Premium account to see this strategy)             
434Quantpedia Premium (Buy Premium account to see this strategy)             
433Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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