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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
180Quantpedia Premium (Buy Premium account to see this strategy)             
178Quantpedia Premium (Buy Premium account to see this strategy)             
39Quantpedia Premium (Buy Premium account to see this strategy)             
409Quantpedia Premium (Buy Premium account to see this strategy)             
335Quantpedia Premium (Buy Premium account to see this strategy)             
371Quantpedia Premium (Buy Premium account to see this strategy)             
337Quantpedia Premium (Buy Premium account to see this strategy)             
381Quantpedia Premium (Buy Premium account to see this strategy)             
330Quantpedia Premium (Buy Premium account to see this strategy)             
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%Moderately Strongarbitrage, pairs trading, spread trading1.64
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy1996-20101540.32%0%0%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking 
333Quantpedia Premium (Buy Premium account to see this strategy)             
233Quantpedia 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
408Quantpedia Premium (Buy Premium account to see this strategy)             
70Quantpedia Premium (Buy Premium account to see this strategy)             
301Quantpedia Premium (Buy Premium account to see this strategy)             
69Quantpedia Premium (Buy Premium account to see this strategy)             
480Quantpedia Premium (Buy Premium account to see this strategy)             
82Quantpedia 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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