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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
168Quantpedia Premium (Buy Premium account to see this strategy)             
167Quantpedia Premium (Buy Premium account to see this strategy)             
166Quantpedia Premium (Buy Premium account to see this strategy)             
165Quantpedia Premium (Buy Premium account to see this strategy)             
164Quantpedia Premium (Buy Premium account to see this strategy)             
163Quantpedia Premium (Buy Premium account to see this strategy)             
162Momentum Effect in Stocks in Small PortfoliosYearly20equitiesstocksSimple strategy1988-20061932%0%0%Moderately Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking 
161Quantpedia Premium (Buy Premium account to see this strategy)             
160Quantpedia Premium (Buy Premium account to see this strategy)             
159Quantpedia Premium (Buy Premium account to see this strategy)             
158Quantpedia Premium (Buy Premium account to see this strategy)             
157Quantpedia Premium (Buy Premium account to see this strategy)             
156Quantpedia Premium (Buy Premium account to see this strategy)             
155Momentum and Reversal Combined with Volatility Effect in StocksMonthly1000equitiesstocksComplex strategy1964-20094616.46%19.22%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect0.65
154Quantpedia Premium (Buy Premium account to see this strategy)             
153Quantpedia 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 
151Quantpedia Premium (Buy Premium account to see this strategy)             
150Quantpedia Premium (Buy Premium account to see this strategy)             
149Quantpedia 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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