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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
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)             
285Quantpedia Premium (Buy Premium account to see this strategy)             
286Quantpedia Premium (Buy Premium account to see this strategy)             
288Quantpedia Premium (Buy Premium account to see this strategy)             
290Consistent Momentum Strategy6 Months1000equitiesstocksComplex strategy1980-20113216.08%25.33%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking0.48
292Quantpedia Premium (Buy Premium account to see this strategy)             
293Quantpedia Premium (Buy Premium account to see this strategy)             
297Quantpedia Premium (Buy Premium account to see this strategy)             
299Quantpedia Premium (Buy Premium account to see this strategy)             
300Quantpedia Premium (Buy Premium account to see this strategy)             
305Quantpedia Premium (Buy Premium account to see this strategy)             
308Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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