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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
17Quantpedia Premium (Buy Premium account to see this strategy)             
399Quantpedia Premium (Buy Premium account to see this strategy)             
293Quantpedia Premium (Buy Premium account to see this strategy)             
38Accrual AnomalyYearly1000equitiesstocksComplex strategy1966-2003387.5%10.26%0%Strongaccruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking0.34
316Quantpedia Premium (Buy Premium account to see this strategy)             
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksComplex strategy1965-2002388.6%12.2%0%Strongequity long short, factor investing, seasonality, smart beta, stock picking0.38
43Quantpedia Premium (Buy Premium account to see this strategy)             
387Quantpedia Premium (Buy Premium account to see this strategy)             
143Quantpedia Premium (Buy Premium account to see this strategy)             
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy1968-20063916.77%13.84%0%Strongequity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking1.21
263Quantpedia Premium (Buy Premium account to see this strategy)             
403Quantpedia Premium (Buy Premium account to see this strategy)             
52Asset Growth EffectYearly1000equitiesstocksComplex strategy1968-20063920.84%14.07%0%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking1.2
32Quantpedia Premium (Buy Premium account to see this strategy)             
151Quantpedia 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)             
262Quantpedia Premium (Buy Premium account to see this strategy)             
487Quantpedia Premium (Buy Premium account to see this strategy)             
18Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 73 Free and 451 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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