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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
181Quantpedia Premium (Buy Premium account to see this strategy)         
182Quantpedia Premium (Buy Premium account to see this strategy)         
183Quantpedia Premium (Buy Premium account to see this strategy)         
184Quantpedia Premium (Buy Premium account to see this strategy)         
185Quantpedia Premium (Buy Premium account to see this strategy)         
186Quantpedia Premium (Buy Premium account to see this strategy)         
187Quantpedia Premium (Buy Premium account to see this strategy)         
188Quantpedia Premium (Buy Premium account to see this strategy)         
189Quantpedia Premium (Buy Premium account to see this strategy)         
190Quantpedia Premium (Buy Premium account to see this strategy)         
191Quantpedia Premium (Buy Premium account to see this strategy)         
192Quantpedia Premium (Buy Premium account to see this strategy)         
193Quantpedia Premium (Buy Premium account to see this strategy)         
194Quantpedia Premium (Buy Premium account to see this strategy)         
195Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
197Quantpedia Premium (Buy Premium account to see this strategy)         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%0%0% 
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36%0%0.61
200Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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