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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
368Quantpedia Premium (Buy Premium account to see this strategy)             
404Quantpedia Premium (Buy Premium account to see this strategy)             
418Quantpedia Premium (Buy Premium account to see this strategy)             
463Quantpedia Premium (Buy Premium account to see this strategy)             
155Momentum and Reversal Combined with Volatility Effect in StocksMonthly1000equitiesstocksComplex strategy1964-20094616.46%19.22%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect0.65
156Quantpedia Premium (Buy Premium account to see this strategy)             
231Quantpedia Premium (Buy Premium account to see this strategy)             
414Quantpedia Premium (Buy Premium account to see this strategy)             
395Quantpedia Premium (Buy Premium account to see this strategy)             
8852-Weeks High Effect in StocksMonthly1000equitiesstocksComplex strategy1963-20094711.75%11%0%Strongequity long short, factor investing, smart beta, stock picking0.7
167Quantpedia Premium (Buy Premium account to see this strategy)             
224Quantpedia Premium (Buy Premium account to see this strategy)             
353Quantpedia Premium (Buy Premium account to see this strategy)             
79Quantpedia Premium (Buy Premium account to see this strategy)             
325Quantpedia Premium (Buy Premium account to see this strategy)             
478Quantpedia Premium (Buy Premium account to see this strategy)             
200Quantpedia Premium (Buy Premium account to see this strategy)             
382Quantpedia Premium (Buy Premium account to see this strategy)             
295Quantpedia Premium (Buy Premium account to see this strategy)             
363Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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