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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
97Quantpedia Premium (Buy Premium account to see this strategy)             
289Quantpedia Premium (Buy Premium account to see this strategy)             
176Quantpedia Premium (Buy Premium account to see this strategy)             
304Quantpedia Premium (Buy Premium account to see this strategy)             
219Quantpedia Premium (Buy Premium account to see this strategy)             
62Quantpedia Premium (Buy Premium account to see this strategy)             
319Quantpedia Premium (Buy Premium account to see this strategy)             
64Quantpedia Premium (Buy Premium account to see this strategy)             
417Quantpedia Premium (Buy Premium account to see this strategy)             
375Quantpedia Premium (Buy Premium account to see this strategy)             
173Quantpedia Premium (Buy Premium account to see this strategy)             
237Dispersion TradingMonthly21equitiesoptionsVery complex strategy1996-20071215.39%13.86%0%Strongfactor investing, smart beta, volatility effect, volatility premium0.82
216Quantpedia Premium (Buy Premium account to see this strategy)             
132Quantpedia Premium (Buy Premium account to see this strategy)             
250Quantpedia Premium (Buy Premium account to see this strategy)             
145Quantpedia Premium (Buy Premium account to see this strategy)             
274Quantpedia Premium (Buy Premium account to see this strategy)             
296Quantpedia Premium (Buy Premium account to see this strategy)             
190Quantpedia Premium (Buy Premium account to see this strategy)             
24Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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