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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
308Quantpedia Premium (Buy Premium account to see this strategy)             
372Quantpedia 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
322Quantpedia Premium (Buy Premium account to see this strategy)             
453Quantpedia Premium (Buy Premium account to see this strategy)             
177Quantpedia Premium (Buy Premium account to see this strategy)             
189Quantpedia Premium (Buy Premium account to see this strategy)             
278Quantpedia Premium (Buy Premium account to see this strategy)             
301Quantpedia Premium (Buy Premium account to see this strategy)             
56Quantpedia Premium (Buy Premium account to see this strategy)             
120Quantpedia Premium (Buy Premium account to see this strategy)             
280Quantpedia Premium (Buy Premium account to see this strategy)             
121Quantpedia Premium (Buy Premium account to see this strategy)             
388Quantpedia Premium (Buy Premium account to see this strategy)             
474Quantpedia Premium (Buy Premium account to see this strategy)             
306Quantpedia Premium (Buy Premium account to see this strategy)             
320Quantpedia Premium (Buy Premium account to see this strategy)             
354Quantpedia Premium (Buy Premium account to see this strategy)             
461ESG Factor Momentum StrategyMonthly1000equitiesstocksVery complex strategy2007-201592.23%2.5%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking0.89
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%Moderately Strongarbitrage, pairs trading, spread trading1.64
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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