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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
257Quantpedia Premium (Buy Premium account to see this strategy)         
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301Quantpedia Premium (Buy Premium account to see this strategy)         
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100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%1.64
250Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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