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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
191Quantpedia Premium (Buy Premium account to see this strategy)             
458Quantpedia 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 
423Quantpedia 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)             
407Quantpedia Premium (Buy Premium account to see this strategy)             
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 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)             
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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