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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
320Quantpedia Premium (Buy Premium account to see this strategy)             
313Quantpedia Premium (Buy Premium account to see this strategy)             
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy1980-20052631.19%0%0%Strongfactor investing, financial statements effect, smart beta, stock picking, value 
163Quantpedia Premium (Buy Premium account to see this strategy)             
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy1984-20032022.13%0%0%Strongfactor investing, financial statements effect, smart beta, stock picking, value 
434Quantpedia Premium (Buy Premium account to see this strategy)             
393Quantpedia Premium (Buy Premium account to see this strategy)             
222Quantpedia Premium (Buy Premium account to see this strategy)             
59Quantpedia Premium (Buy Premium account to see this strategy)             
341Quantpedia Premium (Buy Premium account to see this strategy)             
437Quantpedia Premium (Buy Premium account to see this strategy)             
183Quantpedia Premium (Buy Premium account to see this strategy)             
318Quantpedia Premium (Buy Premium account to see this strategy)             
102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7%0%Strongmarket timing, seasonality, stock picking0.61
217Quantpedia Premium (Buy Premium account to see this strategy)             
291Quantpedia Premium (Buy Premium account to see this strategy)             
123Quantpedia Premium (Buy Premium account to see this strategy)             
4Quantpedia Premium (Buy Premium account to see this strategy)             
300Quantpedia Premium (Buy Premium account to see this strategy)             
272Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 382 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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