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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
266Quantpedia Premium (Buy Premium account to see this strategy)         
362Quantpedia Premium (Buy Premium account to see this strategy)         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50%0%0.76
415Quantpedia Premium (Buy Premium account to see this strategy)         
476Quantpedia Premium (Buy Premium account to see this strategy)         
110Quantpedia Premium (Buy Premium account to see this strategy)         
120Quantpedia Premium (Buy Premium account to see this strategy)         
236Quantpedia Premium (Buy Premium account to see this strategy)         
285Quantpedia Premium (Buy Premium account to see this strategy)         
286Quantpedia Premium (Buy Premium account to see this strategy)         
328Quantpedia Premium (Buy Premium account to see this strategy)         
64Quantpedia Premium (Buy Premium account to see this strategy)         
488Quantpedia Premium (Buy Premium account to see this strategy)         
11Quantpedia Premium (Buy Premium account to see this strategy)         
315Quantpedia Premium (Buy Premium account to see this strategy)         
373Quantpedia Premium (Buy Premium account to see this strategy)         
309Quantpedia Premium (Buy Premium account to see this strategy)         
371Quantpedia Premium (Buy Premium account to see this strategy)         
205Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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