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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
803Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
86Upgrade your subscription to see this strategy         
581Upgrade your subscription to see this strategy         
637Upgrade your subscription to see this strategy         
127Upgrade your subscription to see this strategy         
591Upgrade your subscription to see this strategy         
682Upgrade your subscription to see this strategy         
842Upgrade your subscription to see this strategy         
111Upgrade your subscription to see this strategy         
367Upgrade your subscription to see this strategy         
232Upgrade your subscription to see this strategy         
613Upgrade your subscription to see this strategy         
115Upgrade your subscription to see this strategy         
315Upgrade your subscription to see this strategy         
398Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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