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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
312Quantpedia Premium (Buy Premium account to see this strategy)             
313Quantpedia Premium (Buy Premium account to see this strategy)             
314Quantpedia Premium (Buy Premium account to see this strategy)             
315Quantpedia Premium (Buy Premium account to see this strategy)             
316Quantpedia Premium (Buy Premium account to see this strategy)             
317Quantpedia Premium (Buy Premium account to see this strategy)             
318Quantpedia Premium (Buy Premium account to see this strategy)             
319Quantpedia Premium (Buy Premium account to see this strategy)             
323Quantpedia Premium (Buy Premium account to see this strategy)             
324Quantpedia Premium (Buy Premium account to see this strategy)             
325Quantpedia Premium (Buy Premium account to see this strategy)             
326Quantpedia Premium (Buy Premium account to see this strategy)             
328Quantpedia Premium (Buy Premium account to see this strategy)             
329Quantpedia Premium (Buy Premium account to see this strategy)             
330Quantpedia Premium (Buy Premium account to see this strategy)             
331Quantpedia Premium (Buy Premium account to see this strategy)             
332Quantpedia Premium (Buy Premium account to see this strategy)             
333Quantpedia Premium (Buy Premium account to see this strategy)             
335Quantpedia Premium (Buy Premium account to see this strategy)             
336Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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