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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
833Upgrade your subscription to see this strategy         
266Upgrade your subscription to see this strategy         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
804Upgrade your subscription to see this strategy         
594Upgrade your subscription to see this strategy         
830Upgrade your subscription to see this strategy         
695Upgrade your subscription to see this strategy         
554Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
180Upgrade your subscription to see this strategy         
653Upgrade your subscription to see this strategy         
256Upgrade your subscription to see this strategy         
176Upgrade your subscription to see this strategy         
276Upgrade your subscription to see this strategy         
62Upgrade your subscription to see this strategy         
147Upgrade your subscription to see this strategy         
892Upgrade your subscription to see this strategy         
967Upgrade your subscription to see this strategy         
164Upgrade your subscription to see this strategy         
676Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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