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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
869Upgrade your subscription to see this strategy         
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
382Upgrade your subscription to see this strategy         
542Upgrade your subscription to see this strategy         
173Upgrade your subscription to see this strategy         
236Upgrade your subscription to see this strategy         
289Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
375Upgrade your subscription to see this strategy         
183Upgrade your subscription to see this strategy         
540Upgrade your subscription to see this strategy         
539Upgrade your subscription to see this strategy         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5% 0.77
862Upgrade your subscription to see this strategy         
739Upgrade your subscription to see this strategy         
176Upgrade your subscription to see this strategy         
95Upgrade your subscription to see this strategy         
249Upgrade your subscription to see this strategy         
68Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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