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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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827Upgrade your subscription to see this strategy         
605Upgrade your subscription to see this strategy         
728Upgrade your subscription to see this strategy         
242Upgrade your subscription to see this strategy         
530Upgrade your subscription to see this strategy         
786Upgrade your subscription to see this strategy         
973Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
787Upgrade your subscription to see this strategy         
997Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
260Upgrade your subscription to see this strategy         
346Upgrade your subscription to see this strategy         
702Upgrade your subscription to see this strategy         
735Upgrade your subscription to see this strategy         
801Upgrade your subscription to see this strategy         
213Upgrade your subscription to see this strategy         
737Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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