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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
303Quantpedia Premium (Buy Premium account to see this strategy)             
273Quantpedia Premium (Buy Premium account to see this strategy)             
44Paired SwitchingQuarterly2bonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%Moderately Strongasset class picking, fund picking, market timing, momentum, rotational system0.78
175Quantpedia Premium (Buy Premium account to see this strategy)             
90Quantpedia Premium (Buy Premium account to see this strategy)             
73Quantpedia Premium (Buy Premium account to see this strategy)             
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy1996-20091420.6%10%0%Strongarbitrage, equity long short, pairs trading1.66
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy1962-20024111.16%5.85%0%Strongarbitrage, equity long short, pairs trading1.22
414Quantpedia Premium (Buy Premium account to see this strategy)             
419Payday AnomalyDaily1equitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%Strongmarket timing, seasonality0.6
374Quantpedia Premium (Buy Premium account to see this strategy)             
329Quantpedia Premium (Buy Premium account to see this strategy)             
274Quantpedia Premium (Buy Premium account to see this strategy)             
69Quantpedia Premium (Buy Premium account to see this strategy)             
275Quantpedia Premium (Buy Premium account to see this strategy)             
153Quantpedia Premium (Buy Premium account to see this strategy)             
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy1987-20041815%0%0%Strongearnings announcement, equity long short, factor investing, financial statements effect, smart beta, stock picking 
106Quantpedia Premium (Buy Premium account to see this strategy)             
34Quantpedia Premium (Buy Premium account to see this strategy)             
245Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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