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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
148Quantpedia Premium (Buy Premium account to see this strategy)             
147Quantpedia Premium (Buy Premium account to see this strategy)             
146Quantpedia Premium (Buy Premium account to see this strategy)             
145Quantpedia Premium (Buy Premium account to see this strategy)             
144Trend-Following Effect in StocksDaily1000equitiesstocksComplex strategy1983-20042215.5%15.6%-29.3%Strongmomentum, momentum in stocks, stock picking, trendfollowing0.74
143Quantpedia Premium (Buy Premium account to see this strategy)             
142Quantpedia Premium (Buy Premium account to see this strategy)             
141Quantpedia Premium (Buy Premium account to see this strategy)             
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy1989-2007196.7%0%0%Strongmarket timing, seasonality 
139Quantpedia Premium (Buy Premium account to see this strategy)             
138Quantpedia Premium (Buy Premium account to see this strategy)             
137Quantpedia Premium (Buy Premium account to see this strategy)             
136Residual Momentum FactorMonthly200equitiesstocksComplex strategy1926-2009849.18%15.27%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking0.34
135Quantpedia Premium (Buy Premium account to see this strategy)             
134Quantpedia Premium (Buy Premium account to see this strategy)             
133Quantpedia Premium (Buy Premium account to see this strategy)             
132Quantpedia Premium (Buy Premium account to see this strategy)             
131Quantpedia Premium (Buy Premium account to see this strategy)             
130Quantpedia Premium (Buy Premium account to see this strategy)             
129Dollar Carry TradeMonthly10notcurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53%0%Strongcarry trade, forex system, FX anomaly0.66
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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