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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
210Quantpedia Premium (Buy Premium account to see this strategy)             
213Quantpedia Premium (Buy Premium account to see this strategy)             
214Quantpedia Premium (Buy Premium account to see this strategy)             
215Quantpedia Premium (Buy Premium account to see this strategy)             
219Quantpedia Premium (Buy Premium account to see this strategy)             
220Quantpedia Premium (Buy Premium account to see this strategy)             
222Quantpedia Premium (Buy Premium account to see this strategy)             
231Quantpedia Premium (Buy Premium account to see this strategy)             
241Quantpedia Premium (Buy Premium account to see this strategy)             
243Quantpedia Premium (Buy Premium account to see this strategy)             
244Quantpedia Premium (Buy Premium account to see this strategy)             
248Quantpedia Premium (Buy Premium account to see this strategy)             
249Quantpedia Premium (Buy Premium account to see this strategy)             
250Quantpedia Premium (Buy Premium account to see this strategy)             
251Quantpedia Premium (Buy Premium account to see this strategy)             
253Quantpedia Premium (Buy Premium account to see this strategy)             
255Quantpedia Premium (Buy Premium account to see this strategy)             
260Quantpedia Premium (Buy Premium account to see this strategy)             
263Quantpedia Premium (Buy Premium account to see this strategy)             
268Quantpedia 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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