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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
203Quantpedia Premium (Buy Premium account to see this strategy)             
10Quantpedia Premium (Buy Premium account to see this strategy)             
218Quantpedia 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, trend-following0.74
70Quantpedia Premium (Buy Premium account to see this strategy)             
382Quantpedia Premium (Buy Premium account to see this strategy)             
353Quantpedia Premium (Buy Premium account to see this strategy)             
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy1972-2005349.25%16.01%0%Strongmomentum, rotational system, style picking0.33
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy1973-20043218.36%16.12%0%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking0.89
68Quantpedia Premium (Buy Premium account to see this strategy)             
328Quantpedia Premium (Buy Premium account to see this strategy)             
126Quantpedia Premium (Buy Premium account to see this strategy)             
391Quantpedia Premium (Buy Premium account to see this strategy)             
365Quantpedia Premium (Buy Premium account to see this strategy)             
464Quantpedia Premium (Buy Premium account to see this strategy)             
113January BarometerMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%Weakmarket timing, seasonality0.38
331Quantpedia Premium (Buy Premium account to see this strategy)             
32Quantpedia Premium (Buy Premium account to see this strategy)             
295Quantpedia Premium (Buy Premium account to see this strategy)             
232Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 397 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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