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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
147Quantpedia Premium (Buy Premium account to see this strategy)             
62Quantpedia Premium (Buy Premium account to see this strategy)             
276Quantpedia Premium (Buy Premium account to see this strategy)             
176Quantpedia Premium (Buy Premium account to see this strategy)             
256Quantpedia Premium (Buy Premium account to see this strategy)             
180Quantpedia Premium (Buy Premium account to see this strategy)             
25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy1927-20108412%32%-92%Moderately Strongsmall cap, stock picking 
281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%Strongfactor investing, smart beta, volatility effect0.79
266Quantpedia Premium (Buy Premium account to see this strategy)             
362Quantpedia Premium (Buy Premium account to see this strategy)             
108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy2000-2006742%50%0%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking0.76
415Quantpedia Premium (Buy Premium account to see this strategy)             
476Quantpedia Premium (Buy Premium account to see this strategy)             
110Quantpedia Premium (Buy Premium account to see this strategy)             
120Quantpedia Premium (Buy Premium account to see this strategy)             
236Quantpedia Premium (Buy Premium account to see this strategy)             
285Quantpedia Premium (Buy Premium account to see this strategy)             
286Quantpedia Premium (Buy Premium account to see this strategy)             
328Quantpedia Premium (Buy Premium account to see this strategy)             
64Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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