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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
449Quantpedia Premium (Buy Premium account to see this strategy)             
279Quantpedia Premium (Buy Premium account to see this strategy)             
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432Quantpedia Premium (Buy Premium account to see this strategy)             
212Quantpedia Premium (Buy Premium account to see this strategy)             
171Quantpedia Premium (Buy Premium account to see this strategy)             
331Quantpedia Premium (Buy Premium account to see this strategy)             
406Quantpedia Premium (Buy Premium account to see this strategy)             
86Quantpedia Premium (Buy Premium account to see this strategy)             
355Quantpedia Premium (Buy Premium account to see this strategy)             
313Quantpedia Premium (Buy Premium account to see this strategy)             
345Quantpedia Premium (Buy Premium account to see this strategy)             
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390Quantpedia Premium (Buy Premium account to see this strategy)             
413Quantpedia Premium (Buy Premium account to see this strategy)             
456Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 390 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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