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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%Moderately Strongarbitrage, pairs trading, spread trading1.64
105Quantpedia Premium (Buy Premium account to see this strategy)             
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135Quantpedia Premium (Buy Premium account to see this strategy)             
142Quantpedia Premium (Buy Premium account to see this strategy)             
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206Quantpedia Premium (Buy Premium account to see this strategy)             
260Quantpedia Premium (Buy Premium account to see this strategy)             
261Quantpedia Premium (Buy Premium account to see this strategy)             
262Quantpedia Premium (Buy Premium account to see this strategy)             
281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%Strongfactor investing, smart beta, volatility effect0.79
285Quantpedia Premium (Buy Premium account to see this strategy)             
288Quantpedia Premium (Buy Premium account to see this strategy)             
294Quantpedia Premium (Buy Premium account to see this strategy)             
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320Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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