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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
407Quantpedia Premium (Buy Premium account to see this strategy)             
331Quantpedia Premium (Buy Premium account to see this strategy)             
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146Quantpedia Premium (Buy Premium account to see this strategy)             
338Quantpedia Premium (Buy Premium account to see this strategy)             
365Quantpedia Premium (Buy Premium account to see this strategy)             
367Quantpedia Premium (Buy Premium account to see this strategy)             
133Quantpedia Premium (Buy Premium account to see this strategy)             
284Quantpedia Premium (Buy Premium account to see this strategy)             
323Quantpedia Premium (Buy Premium account to see this strategy)             
189Quantpedia Premium (Buy Premium account to see this strategy)             
282Quantpedia Premium (Buy Premium account to see this strategy)             
372Quantpedia Premium (Buy Premium account to see this strategy)             
261Quantpedia Premium (Buy Premium account to see this strategy)             
278Quantpedia Premium (Buy Premium account to see this strategy)             
317Quantpedia Premium (Buy Premium account to see this strategy)             
377Quantpedia 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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