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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
252Quantpedia Premium (Buy Premium account to see this strategy)             
258Quantpedia Premium (Buy Premium account to see this strategy)             
259Quantpedia Premium (Buy Premium account to see this strategy)             
11Quantpedia Premium (Buy Premium account to see this strategy)             
150Quantpedia Premium (Buy Premium account to see this strategy)             
357Quantpedia Premium (Buy Premium account to see this strategy)             
2Momentum Asset Allocation StrategyMonthly5bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093715%9.6%-12.95%Strongasset class picking, momentum, rotational system1.15
256Quantpedia Premium (Buy Premium account to see this strategy)             
498Quantpedia Premium (Buy Premium account to see this strategy)             
426Quantpedia Premium (Buy Premium account to see this strategy)             
5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.49%9.7%-34.55%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta0.77
298Quantpedia Premium (Buy Premium account to see this strategy)             
96Crude Oil Predicts Equity ReturnsMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%Strongmarket timing0.81
296Quantpedia Premium (Buy Premium account to see this strategy)             
224Quantpedia Premium (Buy Premium account to see this strategy)             
410Quantpedia Premium (Buy Premium account to see this strategy)             
451Quantpedia Premium (Buy Premium account to see this strategy)             
291Quantpedia Premium (Buy Premium account to see this strategy)             
320Quantpedia Premium (Buy Premium account to see this strategy)             
384Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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