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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
786Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
973Upgrade your subscription to see this strategy         
787Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
87Upgrade your subscription to see this strategy         
287Upgrade your subscription to see this strategy         
305Upgrade your subscription to see this strategy         
680Upgrade your subscription to see this strategy         
714Upgrade your subscription to see this strategy         
988Upgrade your subscription to see this strategy         
737Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
294Upgrade your subscription to see this strategy         
913Upgrade your subscription to see this strategy         
717Upgrade your subscription to see this strategy         
405Upgrade your subscription to see this strategy         
784Upgrade your subscription to see this strategy         
315Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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