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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
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)             
424Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
426Quantpedia Premium (Buy Premium account to see this strategy)             
427Quantpedia Premium (Buy Premium account to see this strategy)             
428Quantpedia 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)             
433Quantpedia Premium (Buy Premium account to see this strategy)             
434Quantpedia Premium (Buy Premium account to see this strategy)             
435Quantpedia Premium (Buy Premium account to see this strategy)             
436Quantpedia Premium (Buy Premium account to see this strategy)             
437Quantpedia Premium (Buy Premium account to see this strategy)             
438Quantpedia Premium (Buy Premium account to see this strategy)             
439Quantpedia 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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