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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
34Quantpedia Premium (Buy Premium account to see this strategy)             
98Quantpedia Premium (Buy Premium account to see this strategy)             
141Quantpedia Premium (Buy Premium account to see this strategy)             
131Quantpedia Premium (Buy Premium account to see this strategy)             
78Betting Against Beta Factor in Country Equity IndexesMonthly13equitiesETFs, 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)             
72Quantpedia Premium (Buy Premium account to see this strategy)             
168Quantpedia 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)             
419Payday AnomalyDaily1equitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%Strongmarket timing, seasonality0.6
165Quantpedia Premium (Buy Premium account to see this strategy)             
422Quantpedia 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)             
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

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