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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
294Quantpedia Premium (Buy Premium account to see this strategy)             
330Quantpedia Premium (Buy Premium account to see this strategy)             
213Quantpedia Premium (Buy Premium account to see this strategy)             
405Quantpedia 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)             
495Quantpedia 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
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)             
282Quantpedia Premium (Buy Premium account to see this strategy)             
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy1980-20052631.19%0%0%Strongfactor investing, fundamental analysis, smart beta, stock picking, value 
485Quantpedia Premium (Buy Premium account to see this strategy)             
454Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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