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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
743Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
568Upgrade your subscription to see this strategy         
183Upgrade your subscription to see this strategy         
266Upgrade your subscription to see this strategy         
429Upgrade your subscription to see this strategy         
148Upgrade your subscription to see this strategy         
964Upgrade your subscription to see this strategy         
669Upgrade your subscription to see this strategy         
690Upgrade your subscription to see this strategy         
536Upgrade your subscription to see this strategy         
70Upgrade your subscription to see this strategy         
570Upgrade your subscription to see this strategy         
616Upgrade your subscription to see this strategy         
138Upgrade your subscription to see this strategy         
253Upgrade your subscription to see this strategy         
542Upgrade your subscription to see this strategy         
283Upgrade your subscription to see this strategy         
553Upgrade your subscription to see this strategy         
960Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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