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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
458Quantpedia Premium (Buy Premium account to see this strategy)             
386Quantpedia Premium (Buy Premium account to see this strategy)             
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134Quantpedia 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
460ESG Level Factor Investing StrategyYearly1000equitiesstocksVery complex strategy2002-2011103.25%0%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, smart beta, stock picking 
354Quantpedia Premium (Buy Premium account to see this strategy)             
499Quantpedia Premium (Buy Premium account to see this strategy)             
339Quantpedia Premium (Buy Premium account to see this strategy)             
268Quantpedia Premium (Buy Premium account to see this strategy)             
169Quantpedia Premium (Buy Premium account to see this strategy)             
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy2007-2011519.67%0%0%Strongvolatility effect, volatility premium 
508Quantpedia Premium (Buy Premium account to see this strategy)             
510Quantpedia Premium (Buy Premium account to see this strategy)             
50FED ModelMonthly2bonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%Moderately Strongasset class picking, market timing0.7
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0%Strongmarket timing, seasonality 
254Quantpedia Premium (Buy Premium account to see this strategy)             
242Quantpedia Premium (Buy Premium account to see this strategy)             
449Quantpedia 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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