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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
502Quantpedia Premium (Buy Premium account to see this strategy)             
5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.49%9.7%-34.55%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta0.77
6Quantpedia Premium (Buy Premium account to see this strategy)             
99Quantpedia Premium (Buy Premium account to see this strategy)             
129Dollar Carry TradeMonthly10notcurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53%0%Strongcarry trade, forex system, FX anomaly0.66
230Quantpedia Premium (Buy Premium account to see this strategy)             
264Quantpedia Premium (Buy Premium account to see this strategy)             
321Quantpedia Premium (Buy Premium account to see this strategy)             
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)             
459Quantpedia Premium (Buy Premium account to see this strategy)             
501Quantpedia 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%0%Strongarbitrage, equity long short, pairs trading1.22
24Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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