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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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385Upgrade your subscription to see this strategy         
959Upgrade your subscription to see this strategy         
430Upgrade your subscription to see this strategy         
334Upgrade your subscription to see this strategy         
173Upgrade your subscription to see this strategy         
139Upgrade your subscription to see this strategy         
669Upgrade your subscription to see this strategy         
507Upgrade your subscription to see this strategy         
506Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
209Upgrade your subscription to see this strategy         
326Upgrade your subscription to see this strategy         
592Upgrade your subscription to see this strategy         
650Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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