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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
265Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
436Quantpedia Premium (Buy Premium account to see this strategy)             
95Quantpedia Premium (Buy Premium account to see this strategy)             
235Quantpedia Premium (Buy Premium account to see this strategy)             
150Quantpedia Premium (Buy Premium account to see this strategy)             
323Quantpedia Premium (Buy Premium account to see this strategy)             
174Quantpedia Premium (Buy Premium account to see this strategy)             
420Quantpedia Premium (Buy Premium account to see this strategy)             
367Quantpedia Premium (Buy Premium account to see this strategy)             
229Earnings Quality FactorYearly1000equitiesstocksComplex strategy1988-2012257.95%5.91%0%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking0.67
454Quantpedia Premium (Buy Premium account to see this strategy)             
39Quantpedia Premium (Buy Premium account to see this strategy)             
18Quantpedia Premium (Buy Premium account to see this strategy)             
371Quantpedia Premium (Buy Premium account to see this strategy)             
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%Strongfactor investing, momentum, rotational system, smart beta0.57
277Quantpedia Premium (Buy Premium account to see this strategy)             
309Quantpedia Premium (Buy Premium account to see this strategy)             
128Quantpedia Premium (Buy Premium account to see this strategy)             
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%Strongfactor investing, rotational system, smart beta, term spread0.49
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The Encyclopedia of Quantitative Trading Strategies

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