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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
415Quantpedia Premium (Buy Premium account to see this strategy)             
181Quantpedia Premium (Buy Premium account to see this strategy)             
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289Quantpedia Premium (Buy Premium account to see this strategy)             
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219Quantpedia Premium (Buy Premium account to see this strategy)             
326Quantpedia Premium (Buy Premium account to see this strategy)             
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417Quantpedia Premium (Buy Premium account to see this strategy)             
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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)             
274Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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