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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
451Quantpedia Premium (Buy Premium account to see this strategy)             
450Quantpedia Premium (Buy Premium account to see this strategy)             
452Quantpedia Premium (Buy Premium account to see this strategy)             
442Quantpedia Premium (Buy Premium account to see this strategy)             
439Quantpedia Premium (Buy Premium account to see this strategy)             
401Quantpedia Premium (Buy Premium account to see this strategy)             
448Quantpedia Premium (Buy Premium account to see this strategy)             
276Quantpedia Premium (Buy Premium account to see this strategy)             
348Quantpedia Premium (Buy Premium account to see this strategy)             
419Payday AnomalyDaily1equitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%Strongmarket timing, seasonality0.6
394Quantpedia Premium (Buy Premium account to see this strategy)             
449Quantpedia Premium (Buy Premium account to see this strategy)             
150Quantpedia Premium (Buy Premium account to see this strategy)             
219Quantpedia Premium (Buy Premium account to see this strategy)             
130Quantpedia Premium (Buy Premium account to see this strategy)             
334Quantpedia Premium (Buy Premium account to see this strategy)             
444Quantpedia Premium (Buy Premium account to see this strategy)             
260Quantpedia Premium (Buy Premium account to see this strategy)             
377Quantpedia Premium (Buy Premium account to see this strategy)             
416Quantpedia 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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