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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
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13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy1990-20092016.25%14.94%0%Strongequity long short, factor investing, reversal, smart beta, stock picking1.09
5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.27%9.6%-37.07%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta0.29
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
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8Currency Momentum FactorMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%Strongfactor investing, forex system, FX anomaly, momentum, smart beta0.3
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%Strongfactor investing, forex system, FX anomaly, smart beta, value0.36
457Quantpedia Premium (Buy Premium account to see this strategy)             
223Quantpedia 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 
65Quantpedia Premium (Buy Premium account to see this strategy)             
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The Encyclopedia of Quantitative Trading Strategies

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