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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
932Upgrade your subscription to see this strategy         
137Upgrade your subscription to see this strategy         
99Upgrade your subscription to see this strategy         
454Upgrade your subscription to see this strategy         
242Upgrade your subscription to see this strategy         
990Upgrade your subscription to see this strategy         
208Upgrade your subscription to see this strategy         
420Upgrade your subscription to see this strategy         
330Upgrade your subscription to see this strategy         
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
485Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
945Upgrade your subscription to see this strategy         
346Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
261Upgrade your subscription to see this strategy         
500Upgrade your subscription to see this strategy         
579Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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