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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
32Quantpedia Premium (Buy Premium account to see this strategy)             
387Quantpedia Premium (Buy Premium account to see this strategy)             
196Quantpedia Premium (Buy Premium account to see this strategy)             
262Quantpedia Premium (Buy Premium account to see this strategy)             
244Quantpedia Premium (Buy Premium account to see this strategy)             
151Quantpedia Premium (Buy Premium account to see this strategy)             
195Quantpedia Premium (Buy Premium account to see this strategy)             
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy1962-20024111.16%5.85%0%Strongarbitrage, equity long short, pairs trading1.22
377Quantpedia 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 
339Quantpedia Premium (Buy Premium account to see this strategy)             
393Quantpedia Premium (Buy Premium account to see this strategy)             
394Quantpedia Premium (Buy Premium account to see this strategy)             
384Quantpedia Premium (Buy Premium account to see this strategy)             
333Quantpedia Premium (Buy Premium account to see this strategy)             
259Quantpedia Premium (Buy Premium account to see this strategy)             
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy1964-20064323%20.3%0%Strongequity long short, factor investing, financial statements effect, momentum, momentum in stocks, smart beta, stock picking0.94
59Quantpedia Premium (Buy Premium account to see this strategy)             
370Quantpedia Premium (Buy Premium account to see this strategy)             
360Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 381 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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