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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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528Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
206Upgrade your subscription to see this strategy         
338Upgrade your subscription to see this strategy         
116Upgrade your subscription to see this strategy         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
552Upgrade your subscription to see this strategy         
35Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 812 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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