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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
174Quantpedia Premium (Buy Premium account to see this strategy)             
177Quantpedia Premium (Buy Premium account to see this strategy)             
181Quantpedia Premium (Buy Premium account to see this strategy)             
185Quantpedia Premium (Buy Premium account to see this strategy)             
187Quantpedia Premium (Buy Premium account to see this strategy)             
190Quantpedia Premium (Buy Premium account to see this strategy)             
191Quantpedia Premium (Buy Premium account to see this strategy)             
192Quantpedia Premium (Buy Premium account to see this strategy)             
194Quantpedia Premium (Buy Premium account to see this strategy)             
195Quantpedia Premium (Buy Premium account to see this strategy)             
196Quantpedia Premium (Buy Premium account to see this strategy)             
199ROA Effect within StocksMonthly1000equitiesstocksComplex strategy1972-20063512.15%13.36%0%Strongequity long short, factor investing, financial statements effect, smart beta, stock picking0.61
201Quantpedia Premium (Buy Premium account to see this strategy)             
202Quantpedia Premium (Buy Premium account to see this strategy)             
203Quantpedia Premium (Buy Premium account to see this strategy)             
208Quantpedia Premium (Buy Premium account to see this strategy)             
209Quantpedia Premium (Buy Premium account to see this strategy)             
217Quantpedia Premium (Buy Premium account to see this strategy)             
218Quantpedia Premium (Buy Premium account to see this strategy)             
223Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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