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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
465Quantpedia Premium (Buy Premium account to see this strategy)         
466Quantpedia Premium (Buy Premium account to see this strategy)         
73Quantpedia Premium (Buy Premium account to see this strategy)         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%1.64
105Quantpedia Premium (Buy Premium account to see this strategy)         
182Quantpedia Premium (Buy Premium account to see this strategy)         
261Quantpedia Premium (Buy Premium account to see this strategy)         
328Quantpedia Premium (Buy Premium account to see this strategy)         
364Quantpedia Premium (Buy Premium account to see this strategy)         
408Quantpedia Premium (Buy Premium account to see this strategy)         
84Quantpedia Premium (Buy Premium account to see this strategy)         
107Quantpedia Premium (Buy Premium account to see this strategy)         
164Quantpedia Premium (Buy Premium account to see this strategy)         
252Quantpedia Premium (Buy Premium account to see this strategy)         
301Quantpedia Premium (Buy Premium account to see this strategy)         
302Quantpedia Premium (Buy Premium account to see this strategy)         
303Quantpedia Premium (Buy Premium account to see this strategy)         
354Quantpedia Premium (Buy Premium account to see this strategy)         
409Quantpedia Premium (Buy Premium account to see this strategy)         
424Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 395 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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