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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
6Quantpedia Premium (Buy Premium account to see this strategy)             
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303Quantpedia Premium (Buy Premium account to see this strategy)             
304Quantpedia Premium (Buy Premium account to see this strategy)             
321Quantpedia Premium (Buy Premium account to see this strategy)             
334Quantpedia Premium (Buy Premium account to see this strategy)             
355Quantpedia Premium (Buy Premium account to see this strategy)             
403Quantpedia Premium (Buy Premium account to see this strategy)             
426Quantpedia Premium (Buy Premium account to see this strategy)             
449Quantpedia Premium (Buy Premium account to see this strategy)             
450Quantpedia Premium (Buy Premium account to see this strategy)             
451Quantpedia Premium (Buy Premium account to see this strategy)             
452Quantpedia Premium (Buy Premium account to see this strategy)             
458Quantpedia Premium (Buy Premium account to see this strategy)             
465Quantpedia Premium (Buy Premium account to see this strategy)             
500Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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