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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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701Rebalancing Premium in CryptocurrenciescryptoscryptosSimple strategy2018-202137.65%2.62%-1.94%2.93
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714Upgrade your subscription to see this strategy         
719Upgrade your subscription to see this strategy         
720Upgrade your subscription to see this strategy         
721Upgrade your subscription to see this strategy         
722Upgrade your subscription to see this strategy         
729Upgrade your subscription to see this strategy         
732Upgrade your subscription to see this strategy         
739Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
741Upgrade your subscription to see this strategy         
744Upgrade your subscription to see this strategy         
747Upgrade your subscription to see this strategy         
750Upgrade your subscription to see this strategy         
753Overnight Seasonality in BitcoincryptoscryptosSimple strategy2015-2021733%20.93%-22.45%1.58
755Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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