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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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263Upgrade your subscription to see this strategy         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
225Upgrade your subscription to see this strategy         
64Upgrade your subscription to see this strategy         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
172Upgrade your subscription to see this strategy         
261Upgrade your subscription to see this strategy         
309Upgrade your subscription to see this strategy         
887Upgrade your subscription to see this strategy         
415Upgrade 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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