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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
269Quantpedia Premium (Buy Premium account to see this strategy)             
329Quantpedia Premium (Buy Premium account to see this strategy)             
220Quantpedia Premium (Buy Premium account to see this strategy)             
383Quantpedia Premium (Buy Premium account to see this strategy)             
129Dollar Carry TradeMonthly10notcurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53%0%Strongcarry trade, forex system, FX anomaly0.66
103Quantpedia Premium (Buy Premium account to see this strategy)             
6Quantpedia Premium (Buy Premium account to see this strategy)             
149Quantpedia Premium (Buy Premium account to see this strategy)             
102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7%0%Strongmarket timing, seasonality, stock picking0.61
156Quantpedia Premium (Buy Premium account to see this strategy)             
402Quantpedia Premium (Buy Premium account to see this strategy)             
310Quantpedia Premium (Buy Premium account to see this strategy)             
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.8%9.06%-17.88%Strongfactor investing, forex system, FX anomaly, smart beta, value0.86
221Quantpedia Premium (Buy Premium account to see this strategy)             
430Quantpedia Premium (Buy Premium account to see this strategy)             
358Quantpedia Premium (Buy Premium account to see this strategy)             
247Quantpedia Premium (Buy Premium account to see this strategy)             
286Quantpedia Premium (Buy Premium account to see this strategy)             
445Quantpedia Premium (Buy Premium account to see this strategy)             
433Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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