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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
322Quantpedia Premium (Buy Premium account to see this strategy)             
228Quantpedia Premium (Buy Premium account to see this strategy)             
188Quantpedia 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)             
177Quantpedia 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)             
388Quantpedia Premium (Buy Premium account to see this strategy)             
402Quantpedia Premium (Buy Premium account to see this strategy)             
20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy1986-19951026%19% Strongvolatility effect, volatility premium1.16
256Quantpedia Premium (Buy Premium account to see this strategy)             
107Quantpedia Premium (Buy Premium account to see this strategy)             
139Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 70 Free and 376 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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