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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
287Quantpedia Premium (Buy Premium account to see this strategy)             
492Quantpedia Premium (Buy Premium account to see this strategy)             
410Quantpedia Premium (Buy Premium account to see this strategy)             
484Quantpedia Premium (Buy Premium account to see this strategy)             
348Quantpedia Premium (Buy Premium account to see this strategy)             
440Quantpedia Premium (Buy Premium account to see this strategy)             
422Quantpedia Premium (Buy Premium account to see this strategy)             
215Quantpedia Premium (Buy Premium account to see this strategy)             
214Quantpedia Premium (Buy Premium account to see this strategy)             
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094516.21%11.73%0%Strongfactor investing, momentum, smart beta1.04
454Quantpedia Premium (Buy Premium account to see this strategy)             
352Quantpedia Premium (Buy Premium account to see this strategy)             
384Quantpedia Premium (Buy Premium account to see this strategy)             
378Quantpedia Premium (Buy Premium account to see this strategy)             
407Quantpedia Premium (Buy Premium account to see this strategy)             
331Quantpedia Premium (Buy Premium account to see this strategy)             
184Quantpedia Premium (Buy Premium account to see this strategy)             
221Quantpedia Premium (Buy Premium account to see this strategy)             
30Quantpedia Premium (Buy Premium account to see this strategy)             
262Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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