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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
72Quantpedia Premium (Buy Premium account to see this strategy)             
71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%Strongasset class picking, factor investing, reversal, smart beta0.82
70Quantpedia Premium (Buy Premium account to see this strategy)             
69Quantpedia Premium (Buy Premium account to see this strategy)             
68Quantpedia Premium (Buy Premium account to see this strategy)             
67Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy1936-20067118%0%0%Strongfactor investing, momentum, rotational system, sector picking, smart beta 
66Quantpedia Premium (Buy Premium account to see this strategy)             
65Quantpedia Premium (Buy Premium account to see this strategy)             
64Quantpedia Premium (Buy Premium account to see this strategy)             
63Quantpedia Premium (Buy Premium account to see this strategy)             
62Quantpedia Premium (Buy Premium account to see this strategy)             
61Quantpedia Premium (Buy Premium account to see this strategy)             
60Quantpedia Premium (Buy Premium account to see this strategy)             
59Quantpedia Premium (Buy Premium account to see this strategy)             
58Quantpedia Premium (Buy Premium account to see this strategy)             
57Quantpedia Premium (Buy Premium account to see this strategy)             
56Quantpedia Premium (Buy Premium account to see this strategy)             
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy1996-20091420.6%10%0%Strongarbitrage, equity long short, pairs trading1.66
54Quantpedia Premium (Buy Premium account to see this strategy)             
53Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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