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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
440Quantpedia Premium (Buy Premium account to see this strategy)             
414Quantpedia Premium (Buy Premium account to see this strategy)             
47Quantpedia Premium (Buy Premium account to see this strategy)             
350Quantpedia Premium (Buy Premium account to see this strategy)             
426Quantpedia Premium (Buy Premium account to see this strategy)             
438Quantpedia Premium (Buy Premium account to see this strategy)             
430Quantpedia Premium (Buy Premium account to see this strategy)             
263Quantpedia Premium (Buy Premium account to see this strategy)             
443Quantpedia Premium (Buy Premium account to see this strategy)             
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0%Strongmarket timing, seasonality 
261Quantpedia Premium (Buy Premium account to see this strategy)             
339Quantpedia Premium (Buy Premium account to see this strategy)             
378Quantpedia Premium (Buy Premium account to see this strategy)             
404Quantpedia Premium (Buy Premium account to see this strategy)             
158Quantpedia Premium (Buy Premium account to see this strategy)             
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0%Strongmarket timing, seasonality 
374Quantpedia Premium (Buy Premium account to see this strategy)             
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy1969-1995276.4%0%0%Strongcountry picking, factor investing, reversal, rotational system, smart beta 
8Currency Momentum FactorMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2010226.48%10%-21.63%Strongfactor investing, forex system, FX anomaly, momentum, smart beta0.65
253Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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