We provide a database of sample strategies where you can backtest strategy online. A quantitative investment strategy is used in portfolio management where the objective is generate excess returns and alpha for the investor. Software developers and quants use a logical set of rules to filter and rank stocks. Stocks with the best ranking are selected by the model to be included in the portfolio. The benefits of using a quant investment strategy is that the computer makes the decision to buy or sell a stock. This removes emotions from the picture and allows the investor to make rational, data driven investment decisions.
| Strategy | Rebalance | Markets | Returns | Volatility | Tag |
|---|---|---|---|---|---|
| Asset Class Trend Following | Weekly | Equities, Fixed Income, Commodities, Forex, REIT | 9.1% | 11.0% | Trend Following |
| 60 - 40 Stock Bond Mix | Monthly | Equities, Fixed Income | 9.1% | 10.5% | Asset Allocation |
| 200 Day Moving Average in Stocks | Weekly | Equities | 15.5% | 18.0% | Trend Following |
| 200MA for Stocks Risk Managed | Weekly | Equities | 13.7% | 13.5% | Trend Following |
| Ray Dalio All Weather Proxy | Monthly | Equities, Fixed Income, Commodities | 6.8% | 7.3% | Asset Allocation |
| Sector Rotation | Monthly | Equities | 9.8% | 18.6% | Trend Following |
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