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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
417Upgrade your subscription to see this strategy         
137Upgrade your subscription to see this strategy         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
888Upgrade your subscription to see this strategy         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
922Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
945Upgrade your subscription to see this strategy         
974Upgrade your subscription to see this strategy         
403Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
478Upgrade your subscription to see this strategy         
441Upgrade your subscription to see this strategy         
327Upgrade your subscription to see this strategy         
913Upgrade your subscription to see this strategy         
495Upgrade your subscription to see this strategy         
885Upgrade your subscription to see this strategy         
308Upgrade your subscription to see this strategy         
260Upgrade 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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