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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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999Upgrade your subscription to see this strategy         
734Upgrade your subscription to see this strategy         
288Upgrade your subscription to see this strategy         
184Upgrade your subscription to see this strategy         
149Upgrade your subscription to see this strategy         
548Upgrade your subscription to see this strategy         
979Upgrade your subscription to see this strategy         
785Upgrade your subscription to see this strategy         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
473Upgrade your subscription to see this strategy         
952Upgrade your subscription to see this strategy         
835Upgrade your subscription to see this strategy         
977Upgrade your subscription to see this strategy         
172Upgrade your subscription to see this strategy         
439Upgrade your subscription to see this strategy         
978Upgrade your subscription to see this strategy         
458Upgrade your subscription to see this strategy         
990Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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