Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
437Quantpedia Premium (Buy Premium account to see this strategy)             
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%Strongmomentum, rotational system, sector picking0.54
19Quantpedia Premium (Buy Premium account to see this strategy)             
14Momentum Factor Effect in StocksMonthly1000equitiesstocksComplex strategy1927-20108414.3%20.89%-77.46%Strongfactor investing, momentum, momentum in stocks, smart beta, stock picking0.49
25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy1927-20108412%32%-92%Moderately Strongsmall cap, stock picking 
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%Strongfactor investing, fundamental analysis, smart beta, stock picking, value0.28
133Quantpedia Premium (Buy Premium account to see this strategy)             
92Quantpedia Premium (Buy Premium account to see this strategy)             
93Quantpedia Premium (Buy Premium account to see this strategy)             
136Residual Momentum FactorMonthly200equitiesstocksComplex strategy1926-2009849.18%15.27%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking0.34
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy1926-2009848.86%11.5%0%Moderately Strongbeta factor, equity long short, factor investing, smart beta, stock picking0.42
227Quantpedia Premium (Buy Premium account to see this strategy)             
249Quantpedia Premium (Buy Premium account to see this strategy)             
268Quantpedia Premium (Buy Premium account to see this strategy)             
324Quantpedia Premium (Buy Premium account to see this strategy)             
391Quantpedia Premium (Buy Premium account to see this strategy)             
344Quantpedia Premium (Buy Premium account to see this strategy)             
444Quantpedia Premium (Buy Premium account to see this strategy)             
340Quantpedia Premium (Buy Premium account to see this strategy)             
411Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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