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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
628Upgrade your subscription to see this strategy         
659Upgrade your subscription to see this strategy         
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
911Upgrade your subscription to see this strategy         
847Upgrade your subscription to see this strategy         
512Upgrade your subscription to see this strategy         
735Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
851Upgrade your subscription to see this strategy         
665Upgrade your subscription to see this strategy         
413Upgrade your subscription to see this strategy         
566Upgrade your subscription to see this strategy         
487Upgrade your subscription to see this strategy         
669Upgrade your subscription to see this strategy         
449Upgrade your subscription to see this strategy         
329Upgrade your subscription to see this strategy         
146Upgrade your subscription to see this strategy         
852Upgrade your subscription to see this strategy         
854Upgrade your subscription to see this strategy         
850Upgrade your subscription to see this strategy         
We've found 17 Free, 22 Prime and 116 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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