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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
161Quantpedia Premium (Buy Premium account to see this strategy)             
168Quantpedia Premium (Buy Premium account to see this strategy)             
206Quantpedia Premium (Buy Premium account to see this strategy)             
260Quantpedia Premium (Buy Premium account to see this strategy)             
261Quantpedia Premium (Buy Premium account to see this strategy)             
262Quantpedia Premium (Buy Premium account to see this strategy)             
281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%Strongfactor investing, smart beta, volatility effect0.79
285Quantpedia Premium (Buy Premium account to see this strategy)             
288Quantpedia Premium (Buy Premium account to see this strategy)             
294Quantpedia Premium (Buy Premium account to see this strategy)             
301Quantpedia Premium (Buy Premium account to see this strategy)             
320Quantpedia Premium (Buy Premium account to see this strategy)             
322Quantpedia Premium (Buy Premium account to see this strategy)             
341Quantpedia Premium (Buy Premium account to see this strategy)             
346Quantpedia Premium (Buy Premium account to see this strategy)             
361Quantpedia Premium (Buy Premium account to see this strategy)             
364Quantpedia Premium (Buy Premium account to see this strategy)             
374Quantpedia Premium (Buy Premium account to see this strategy)             
388Quantpedia Premium (Buy Premium account to see this strategy)             
424Quantpedia 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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