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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
523Upgrade your subscription to see this strategy         
689Upgrade your subscription to see this strategy         
662How to Use Lexical Density of Company FilingsequitiesstocksComplex strategy2010-2021118.16%10.4%-28.3%0.69
341Upgrade your subscription to see this strategy         
679Upgrade your subscription to see this strategy         
304Upgrade your subscription to see this strategy         
569Upgrade your subscription to see this strategy         
814Upgrade your subscription to see this strategy         
415Upgrade your subscription to see this strategy         
646Upgrade your subscription to see this strategy         
489Upgrade your subscription to see this strategy         
560Upgrade your subscription to see this strategy         
539Upgrade your subscription to see this strategy         
250Upgrade your subscription to see this strategy         
417Upgrade your subscription to see this strategy         
541Upgrade your subscription to see this strategy         
685Upgrade your subscription to see this strategy         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
62Upgrade your subscription to see this strategy         
575Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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