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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
263Quantpedia Premium (Buy Premium account to see this strategy)             
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy1962-20024111.16%5.85%0%Strongarbitrage, equity long short, pairs trading1.22
228Quantpedia Premium (Buy Premium account to see this strategy)             
229Earnings Quality FactorYearly1000equitiesstocksComplex strategy1988-2012257.95%5.91%0%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking0.67
415Quantpedia Premium (Buy Premium account to see this strategy)             
163Quantpedia Premium (Buy Premium account to see this strategy)             
435Quantpedia Premium (Buy Premium account to see this strategy)             
440Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
101Quantpedia Premium (Buy Premium account to see this strategy)             
272Quantpedia Premium (Buy Premium account to see this strategy)             
434Quantpedia Premium (Buy Premium account to see this strategy)             
169Quantpedia Premium (Buy Premium account to see this strategy)             
394Quantpedia Premium (Buy Premium account to see this strategy)             
202Quantpedia Premium (Buy Premium account to see this strategy)             
483Quantpedia Premium (Buy Premium account to see this strategy)             
13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy1990-20092016.25%6.8%0%Strongequity long short, factor investing, reversal, smart beta, stock picking1.8
418Quantpedia Premium (Buy Premium account to see this strategy)             
304Quantpedia Premium (Buy Premium account to see this strategy)             
1Asset Class Trend-FollowingMonthly6bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20083611.27%6.87%-9.53%Strongasset class picking, momentum, trend-following1.06
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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