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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
268Quantpedia Premium (Buy Premium account to see this strategy)             
71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%Strongasset class picking, factor investing, reversal, smart beta0.82
392Quantpedia Premium (Buy Premium account to see this strategy)             
25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy1927-20108412%32%-92%Moderately Strongsmall cap, stock picking 
324Quantpedia Premium (Buy Premium account to see this strategy)             
148Quantpedia Premium (Buy Premium account to see this strategy)             
277Quantpedia Premium (Buy Premium account to see this strategy)             
190Quantpedia Premium (Buy Premium account to see this strategy)             
297Quantpedia Premium (Buy Premium account to see this strategy)             
39Quantpedia Premium (Buy Premium account to see this strategy)             
27Quantpedia Premium (Buy Premium account to see this strategy)             
306Quantpedia Premium (Buy Premium account to see this strategy)             
124Quantpedia Premium (Buy Premium account to see this strategy)             
81Quantpedia Premium (Buy Premium account to see this strategy)             
330Quantpedia Premium (Buy Premium account to see this strategy)             
108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy2000-2006742%50%0%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking0.76
241Quantpedia Premium (Buy Premium account to see this strategy)             
371Quantpedia Premium (Buy Premium account to see this strategy)             
90Quantpedia Premium (Buy Premium account to see this strategy)             
233Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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