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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
147Quantpedia Premium (Buy Premium account to see this strategy)             
204Quantpedia Premium (Buy Premium account to see this strategy)             
361Quantpedia Premium (Buy Premium account to see this strategy)             
148Quantpedia Premium (Buy Premium account to see this strategy)             
109Quantpedia Premium (Buy Premium account to see this strategy)             
151Quantpedia Premium (Buy Premium account to see this strategy)             
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy1968-20094217.7%0%0%Strongcountry picking, factor investing, momentum, rotational system, smart beta 
389Quantpedia Premium (Buy Premium account to see this strategy)             
295Quantpedia Premium (Buy Premium account to see this strategy)             
19Quantpedia Premium (Buy Premium account to see this strategy)             
120Quantpedia Premium (Buy Premium account to see this strategy)             
372Quantpedia Premium (Buy Premium account to see this strategy)             
412Quantpedia Premium (Buy Premium account to see this strategy)             
67Industry Momentum – Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy1936-20067118%0%0%Strongfactor investing, momentum, rotational system, sector picking, smart beta 
134Quantpedia Premium (Buy Premium account to see this strategy)             
252Quantpedia Premium (Buy Premium account to see this strategy)             
112Quantpedia Premium (Buy Premium account to see this strategy)             
417Quantpedia Premium (Buy Premium account to see this strategy)             
312Quantpedia Premium (Buy Premium account to see this strategy)             
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy1973-20043218.36%16.12%0%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking0.89
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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