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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
164Quantpedia Premium (Buy Premium account to see this strategy)             
292Quantpedia Premium (Buy Premium account to see this strategy)             
4Quantpedia Premium (Buy Premium account to see this strategy)             
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy1984-20032022.13%0%0%Strongfactor investing, fundamental analysis, smart beta, stock picking, value 
463Quantpedia Premium (Buy Premium account to see this strategy)             
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy1968-20094217.7%0%0%Strongcountry picking, factor investing, momentum, rotational system, smart beta 
255Quantpedia Premium (Buy Premium account to see this strategy)             
261Quantpedia Premium (Buy Premium account to see this strategy)             
401Quantpedia Premium (Buy Premium account to see this strategy)             
461ESG Factor Momentum StrategyMonthly1000equitiesstocksVery complex strategy2007-201592.23%2.5%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking0.89
439Quantpedia Premium (Buy Premium account to see this strategy)             
338Quantpedia Premium (Buy Premium account to see this strategy)             
334Quantpedia Premium (Buy Premium account to see this strategy)             
194Quantpedia Premium (Buy Premium account to see this strategy)             
389Quantpedia Premium (Buy Premium account to see this strategy)             
444Quantpedia Premium (Buy Premium account to see this strategy)             
47Quantpedia Premium (Buy Premium account to see this strategy)             
48Quantpedia Premium (Buy Premium account to see this strategy)             
274Quantpedia Premium (Buy Premium account to see this strategy)             
260Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 397 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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