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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
243Quantpedia Premium (Buy Premium account to see this strategy)             
318Quantpedia Premium (Buy Premium account to see this strategy)             
73Quantpedia Premium (Buy Premium account to see this strategy)             
373Quantpedia Premium (Buy Premium account to see this strategy)             
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy1989-2007196.7%0%0%Strongmarket timing, seasonality 
162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy1988-20061932%0%0%Moderately Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking 
99Quantpedia Premium (Buy Premium account to see this strategy)             
110Quantpedia Premium (Buy Premium account to see this strategy)             
111Quantpedia Premium (Buy Premium account to see this strategy)             
208Quantpedia Premium (Buy Premium account to see this strategy)             
272Quantpedia Premium (Buy Premium account to see this strategy)             
336Quantpedia Premium (Buy Premium account to see this strategy)             
337Quantpedia Premium (Buy Premium account to see this strategy)             
508Quantpedia 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)             
515Quantpedia 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)             
We've found 73 Free and 451 Premium strategiesUpgrade to unlock Premium

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