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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
377Quantpedia Premium (Buy Premium account to see this strategy)             
379Quantpedia Premium (Buy Premium account to see this strategy)             
394Quantpedia Premium (Buy Premium account to see this strategy)             
401Quantpedia Premium (Buy Premium account to see this strategy)             
389Quantpedia Premium (Buy Premium account to see this strategy)             
433Quantpedia Premium (Buy Premium account to see this strategy)             
434Quantpedia Premium (Buy Premium account to see this strategy)             
233Quantpedia Premium (Buy Premium account to see this strategy)             
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy1962-20024111.16%5.85% Strongarbitrage, equity long short, pairs trading1.22
24Quantpedia Premium (Buy Premium account to see this strategy)             
40Quantpedia Premium (Buy Premium account to see this strategy)             
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy1996-20091420.6%10% Strongarbitrage, equity long short, pairs trading1.66
78Betting Against Beta Factor in Country Equity IndexesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46% Strongbeta factor, country picking, equity long short0.31
90Quantpedia Premium (Buy Premium account to see this strategy)             
101Quantpedia Premium (Buy Premium account to see this strategy)             
117Quantpedia Premium (Buy Premium account to see this strategy)             
175Quantpedia Premium (Buy Premium account to see this strategy)             
225Quantpedia Premium (Buy Premium account to see this strategy)             
266Quantpedia Premium (Buy Premium account to see this strategy)             
273Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 70 Free and 376 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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