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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
437Quantpedia Premium (Buy Premium account to see this strategy)             
176Quantpedia Premium (Buy Premium account to see this strategy)             
85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy1973-20043219%19.5%0%Strongfund picking, momentum0.77
11Quantpedia Premium (Buy Premium account to see this strategy)             
407Quantpedia Premium (Buy Premium account to see this strategy)             
200Quantpedia Premium (Buy Premium account to see this strategy)             
225Quantpedia Premium (Buy Premium account to see this strategy)             
289Quantpedia Premium (Buy Premium account to see this strategy)             
236Quantpedia Premium (Buy Premium account to see this strategy)             
173Quantpedia Premium (Buy Premium account to see this strategy)             
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy2007-2011519.67%0%0%Strongvolatility effect, volatility premium 
299Quantpedia Premium (Buy Premium account to see this strategy)             
45Short Interest Effect – Long-Short VersionMonthly1000equitiesstocksComplex strategy1988-20051819.7%17.14%0%Moderately Strongequity long short, factor investing, smart beta, stock picking0.92
74Quantpedia Premium (Buy Premium account to see this strategy)             
107Quantpedia Premium (Buy Premium account to see this strategy)             
145Quantpedia Premium (Buy Premium account to see this strategy)             
326Quantpedia Premium (Buy Premium account to see this strategy)             
188Quantpedia Premium (Buy Premium account to see this strategy)             
168Quantpedia Premium (Buy Premium account to see this strategy)             
64Quantpedia 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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