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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)             
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy1984-20032022.13%  Strongfinancial statements effect, stock picking, value 
164Quantpedia Premium (Buy Premium account to see this strategy)             
292Quantpedia Premium (Buy Premium account to see this strategy)             
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy1968-20094217.7%  Strongcountry picking, momentum, rotational system 
58Quantpedia Premium (Buy Premium account to see this strategy)             
442Quantpedia Premium (Buy Premium account to see this strategy)             
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy1980-20052631.19%  Strongfinancial statements effect, stock picking, value 
69Quantpedia Premium (Buy Premium account to see this strategy)             
165Quantpedia Premium (Buy Premium account to see this strategy)             
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy1969-1995276.4%  Strongcountry picking, reversal, rotational system 
59Quantpedia Premium (Buy Premium account to see this strategy)             
315Quantpedia Premium (Buy Premium account to see this strategy)             
347Quantpedia Premium (Buy Premium account to see this strategy)             
134Quantpedia Premium (Buy Premium account to see this strategy)             
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy2007-2011519.67%  Strongvolatility effect, volatility premium 
17Quantpedia Premium (Buy Premium account to see this strategy)             
49Quantpedia Premium (Buy Premium account to see this strategy)             
273Quantpedia Premium (Buy Premium account to see this strategy)             
60Quantpedia 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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