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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
491Quantpedia Premium (Buy Premium account to see this strategy)             
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0%Strongmarket timing, seasonality 
463Quantpedia Premium (Buy Premium account to see this strategy)             
435Quantpedia Premium (Buy Premium account to see this strategy)             
154Quantpedia Premium (Buy Premium account to see this strategy)             
494Quantpedia Premium (Buy Premium account to see this strategy)             
191Quantpedia Premium (Buy Premium account to see this strategy)             
224Quantpedia Premium (Buy Premium account to see this strategy)             
190Quantpedia Premium (Buy Premium account to see this strategy)             
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy1989-2007196.7%0%0%Strongmarket timing, seasonality 
322Quantpedia Premium (Buy Premium account to see this strategy)             
223Quantpedia Premium (Buy Premium account to see this strategy)             
138Quantpedia 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
474Quantpedia Premium (Buy Premium account to see this strategy)             
351Quantpedia Premium (Buy Premium account to see this strategy)             
452Quantpedia Premium (Buy Premium account to see this strategy)             
156Quantpedia Premium (Buy Premium account to see this strategy)             
307Reversal During Earnings-AnnouncementsDaily1000equitiesstocksComplex strategy1996-20111663.52%12.29%0%Strongearnings announcement, equity long short, reversal, stock picking, trading earnings4.84
16Reversal Effect in International Equity ETFs3 Years8equitiesETFs, fundsSimple strategy1969-1995276.4%0%0%Strongcountry picking, factor investing, reversal, rotational system, smart beta 
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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