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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
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)             
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131Quantpedia Premium (Buy Premium account to see this strategy)             
78Betting Against Beta Factor in International EquitiesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%Strongbeta factor, country picking, equity long short, factor investing, smart beta0.31
142Quantpedia Premium (Buy Premium account to see this strategy)             
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)             
455Quantpedia Premium (Buy Premium account to see this strategy)             
446Quantpedia Premium (Buy Premium account to see this strategy)             
351Quantpedia Premium (Buy Premium account to see this strategy)             
352Quantpedia Premium (Buy Premium account to see this strategy)             
193Quantpedia Premium (Buy Premium account to see this strategy)             
66Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 390 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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