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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
395Quantpedia 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)             
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353Quantpedia Premium (Buy Premium account to see this strategy)             
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382Quantpedia Premium (Buy Premium account to see this strategy)             
197Quantpedia Premium (Buy Premium account to see this strategy)             
363Quantpedia Premium (Buy Premium account to see this strategy)             
130Quantpedia Premium (Buy Premium account to see this strategy)             
450Quantpedia Premium (Buy Premium account to see this strategy)             
451Quantpedia Premium (Buy Premium account to see this strategy)             
452Quantpedia Premium (Buy Premium account to see this strategy)             
400Quantpedia Premium (Buy Premium account to see this strategy)             
432Quantpedia Premium (Buy Premium account to see this strategy)             
449Quantpedia Premium (Buy Premium account to see this strategy)             
279Quantpedia 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)             
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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