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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
295Quantpedia Premium (Buy Premium account to see this strategy)             
294Quantpedia Premium (Buy Premium account to see this strategy)             
293Quantpedia Premium (Buy Premium account to see this strategy)             
292Quantpedia Premium (Buy Premium account to see this strategy)             
291Quantpedia Premium (Buy Premium account to see this strategy)             
290Consistent Momentum Strategy6 Months1000equitiesstocksComplex strategy1980-20113216.08%25.33%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking0.48
289Quantpedia Premium (Buy Premium account to see this strategy)             
288Quantpedia Premium (Buy Premium account to see this strategy)             
287Quantpedia Premium (Buy Premium account to see this strategy)             
286Quantpedia Premium (Buy Premium account to see this strategy)             
285Quantpedia Premium (Buy Premium account to see this strategy)             
284Quantpedia Premium (Buy Premium account to see this strategy)             
283Quantpedia Premium (Buy Premium account to see this strategy)             
282Quantpedia Premium (Buy Premium account to see this strategy)             
281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%Strongfactor investing, smart beta, volatility effect0.79
280Quantpedia Premium (Buy Premium account to see this strategy)             
279Quantpedia Premium (Buy Premium account to see this strategy)             
278Quantpedia Premium (Buy Premium account to see this strategy)             
277Quantpedia Premium (Buy Premium account to see this strategy)             
276Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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