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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
399Quantpedia Premium (Buy Premium account to see this strategy)             
406Quantpedia Premium (Buy Premium account to see this strategy)             
414Quantpedia Premium (Buy Premium account to see this strategy)             
417Quantpedia Premium (Buy Premium account to see this strategy)             
421Quantpedia Premium (Buy Premium account to see this strategy)             
422Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
455Quantpedia Premium (Buy Premium account to see this strategy)             
60Quantpedia Premium (Buy Premium account to see this strategy)             
63Quantpedia Premium (Buy Premium account to see this strategy)             
193Quantpedia Premium (Buy Premium account to see this strategy)             
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262Quantpedia Premium (Buy Premium account to see this strategy)             
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383Quantpedia Premium (Buy Premium account to see this strategy)             
387Quantpedia Premium (Buy Premium account to see this strategy)             
370Quantpedia Premium (Buy Premium account to see this strategy)             
380Quantpedia Premium (Buy Premium account to see this strategy)             
20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy1986-19951026%19%0%Strongfactor investing, smart beta, volatility effect, volatility premium1.16
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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