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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
476Quantpedia Premium (Buy Premium account to see this strategy)         
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383Quantpedia Premium (Buy Premium account to see this strategy)         
387Quantpedia Premium (Buy Premium account to see this strategy)         
494Quantpedia Premium (Buy Premium account to see this strategy)         
370Quantpedia Premium (Buy Premium account to see this strategy)         
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528Quantpedia Premium (Buy Premium account to see this strategy)         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19%0%1.16
135Quantpedia Premium (Buy Premium account to see this strategy)         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%0%0% 
204Quantpedia Premium (Buy Premium account to see this strategy)         
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The Encyclopedia of Quantitative Trading Strategies

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