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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
404Quantpedia Premium (Buy Premium account to see this strategy)             
410Quantpedia Premium (Buy Premium account to see this strategy)             
412Quantpedia Premium (Buy Premium account to see this strategy)             
418Quantpedia Premium (Buy Premium account to see this strategy)             
420Quantpedia Premium (Buy Premium account to see this strategy)             
423Quantpedia Premium (Buy Premium account to see this strategy)             
426Quantpedia Premium (Buy Premium account to see this strategy)             
427Quantpedia Premium (Buy Premium account to see this strategy)             
428Quantpedia Premium (Buy Premium account to see this strategy)             
431Quantpedia Premium (Buy Premium account to see this strategy)             
432Quantpedia Premium (Buy Premium account to see this strategy)             
435Quantpedia Premium (Buy Premium account to see this strategy)             
436Quantpedia Premium (Buy Premium account to see this strategy)             
437Quantpedia Premium (Buy Premium account to see this strategy)             
446Quantpedia Premium (Buy Premium account to see this strategy)             
447Quantpedia Premium (Buy Premium account to see this strategy)             
454Quantpedia Premium (Buy Premium account to see this strategy)             
457Quantpedia Premium (Buy Premium account to see this strategy)             
461Quantpedia Premium (Buy Premium account to see this strategy)             
73Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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