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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
153Quantpedia Premium (Buy Premium account to see this strategy)             
245Quantpedia Premium (Buy Premium account to see this strategy)             
172Quantpedia Premium (Buy Premium account to see this strategy)             
439Quantpedia Premium (Buy Premium account to see this strategy)             
281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%Strongfactor investing, smart beta, volatility effect0.79
423Quantpedia Premium (Buy Premium account to see this strategy)             
61Quantpedia Premium (Buy Premium account to see this strategy)             
191Quantpedia Premium (Buy Premium account to see this strategy)             
160Quantpedia Premium (Buy Premium account to see this strategy)             
109Quantpedia Premium (Buy Premium account to see this strategy)             
152Momentum Factor Effect in REITsMonthly50REITsstocksSimple strategy1980-2008299.51%0%0%Moderately Strongfactor investing, momentum, smart beta, stock picking 
292Quantpedia Premium (Buy Premium account to see this strategy)             
239Quantpedia Premium (Buy Premium account to see this strategy)             
134Quantpedia Premium (Buy Premium account to see this strategy)             
72Quantpedia Premium (Buy Premium account to see this strategy)             
168Quantpedia Premium (Buy Premium account to see this strategy)             
267Quantpedia Premium (Buy Premium account to see this strategy)             
438Quantpedia Premium (Buy Premium account to see this strategy)             
321Quantpedia Premium (Buy Premium account to see this strategy)             
332Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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