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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
411Quantpedia Premium (Buy Premium account to see this strategy)             
412Quantpedia Premium (Buy Premium account to see this strategy)             
413Quantpedia Premium (Buy Premium account to see this strategy)             
414Quantpedia Premium (Buy Premium account to see this strategy)             
416Quantpedia Premium (Buy Premium account to see this strategy)             
417Quantpedia Premium (Buy Premium account to see this strategy)             
418Quantpedia Premium (Buy Premium account to see this strategy)             
419Payday AnomalyDaily1equitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%Strongmarket timing, seasonality0.6
420Quantpedia 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)             
423Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
427Quantpedia Premium (Buy Premium account to see this strategy)             
429Quantpedia Premium (Buy Premium account to see this strategy)             
430Quantpedia Premium (Buy Premium account to see this strategy)             
431Quantpedia Premium (Buy Premium account to see this strategy)             
432Quantpedia Premium (Buy Premium account to see this strategy)             
437Quantpedia Premium (Buy Premium account to see this strategy)             
440Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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