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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
493Quantpedia Premium (Buy Premium account to see this strategy)             
497Quantpedia Premium (Buy Premium account to see this strategy)             
499Quantpedia Premium (Buy Premium account to see this strategy)             
500Quantpedia Premium (Buy Premium account to see this strategy)             
503Quantpedia Premium (Buy Premium account to see this strategy)             
505Quantpedia Premium (Buy Premium account to see this strategy)             
73Quantpedia Premium (Buy Premium account to see this strategy)             
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%Moderately Strongarbitrage, pairs trading, spread trading1.64
105Quantpedia Premium (Buy Premium account to see this strategy)             
182Quantpedia Premium (Buy Premium account to see this strategy)             
261Quantpedia Premium (Buy Premium account to see this strategy)             
328Quantpedia Premium (Buy Premium account to see this strategy)             
364Quantpedia Premium (Buy Premium account to see this strategy)             
408Quantpedia Premium (Buy Premium account to see this strategy)             
84Quantpedia Premium (Buy Premium account to see this strategy)             
107Quantpedia Premium (Buy Premium account to see this strategy)             
164Quantpedia Premium (Buy Premium account to see this strategy)             
252Quantpedia Premium (Buy Premium account to see this strategy)             
301Quantpedia Premium (Buy Premium account to see this strategy)             
302Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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