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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
337Quantpedia Premium (Buy Premium account to see this strategy)             
135Quantpedia Premium (Buy Premium account to see this strategy)             
338Quantpedia Premium (Buy Premium account to see this strategy)             
116Quantpedia Premium (Buy Premium account to see this strategy)             
127Quantpedia Premium (Buy Premium account to see this strategy)             
287Quantpedia Premium (Buy Premium account to see this strategy)             
53Quantpedia Premium (Buy Premium account to see this strategy)             
448Quantpedia Premium (Buy Premium account to see this strategy)             
65Quantpedia 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
300Quantpedia Premium (Buy Premium account to see this strategy)             
482Quantpedia Premium (Buy Premium account to see this strategy)             
475Quantpedia Premium (Buy Premium account to see this strategy)             
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthly50equitiesstocksComplex strategy1986-20062111.3%10.1%0%Strongfactor investing, smart beta, stock picking, volatility effect0.72
466Quantpedia Premium (Buy Premium account to see this strategy)             
457Quantpedia Premium (Buy Premium account to see this strategy)             
74Quantpedia Premium (Buy Premium account to see this strategy)             
234Quantpedia Premium (Buy Premium account to see this strategy)             
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0%Strongmarket timing, seasonality 
481Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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