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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
124Quantpedia Premium (Buy Premium account to see this strategy)             
123Quantpedia Premium (Buy Premium account to see this strategy)             
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy1968-20063916.77%13.84%0%Strongequity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking1.21
121Quantpedia Premium (Buy Premium account to see this strategy)             
120Quantpedia Premium (Buy Premium account to see this strategy)             
119Quantpedia Premium (Buy Premium account to see this strategy)             
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74%0%Strongfactor investing, momentum, smart beta1.31
117Quantpedia Premium (Buy Premium account to see this strategy)             
116Quantpedia Premium (Buy Premium account to see this strategy)             
115Quantpedia Premium (Buy Premium account to see this strategy)             
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0%Moderately Strongseasonality, stock picking 
113January BarometerMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%Weakmarket timing, seasonality0.38
112Quantpedia Premium (Buy Premium account to see this strategy)             
111Quantpedia Premium (Buy Premium account to see this strategy)             
110Quantpedia Premium (Buy Premium account to see this strategy)             
109Quantpedia 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
107Quantpedia Premium (Buy Premium account to see this strategy)             
106Quantpedia Premium (Buy Premium account to see this strategy)             
105Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 73 Free and 451 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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