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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
365Quantpedia Premium (Buy Premium account to see this strategy)             
364Quantpedia Premium (Buy Premium account to see this strategy)             
363Quantpedia Premium (Buy Premium account to see this strategy)             
362Quantpedia Premium (Buy Premium account to see this strategy)             
361Quantpedia Premium (Buy Premium account to see this strategy)             
360Quantpedia Premium (Buy Premium account to see this strategy)             
359Quantpedia Premium (Buy Premium account to see this strategy)             
358Quantpedia Premium (Buy Premium account to see this strategy)             
357Quantpedia Premium (Buy Premium account to see this strategy)             
356Quantpedia Premium (Buy Premium account to see this strategy)             
355Quantpedia Premium (Buy Premium account to see this strategy)             
354Quantpedia Premium (Buy Premium account to see this strategy)             
353Quantpedia Premium (Buy Premium account to see this strategy)             
352Quantpedia Premium (Buy Premium account to see this strategy)             
351Quantpedia Premium (Buy Premium account to see this strategy)             
350Quantpedia Premium (Buy Premium account to see this strategy)             
349Quantpedia Premium (Buy Premium account to see this strategy)             
348Quantpedia Premium (Buy Premium account to see this strategy)             
347Quantpedia Premium (Buy Premium account to see this strategy)             
346Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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