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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
81Upgrade your subscription to see this strategy         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%   
221Upgrade your subscription to see this strategy         
885Upgrade your subscription to see this strategy         
82Upgrade your subscription to see this strategy         
330Upgrade your subscription to see this strategy         
651Upgrade your subscription to see this strategy         
835Upgrade your subscription to see this strategy         
172Upgrade your subscription to see this strategy         
977Upgrade your subscription to see this strategy         
439Upgrade your subscription to see this strategy         
978Upgrade 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         
160Upgrade your subscription to see this strategy         
632Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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