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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
656Upgrade your subscription to see this strategy         
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391Upgrade your subscription to see this strategy         
654Upgrade your subscription to see this strategy         
192Upgrade your subscription to see this strategy         
484Upgrade your subscription to see this strategy         
884Upgrade your subscription to see this strategy         
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624Upgrade your subscription to see this strategy         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
585Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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