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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31% 0.6
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275Upgrade your subscription to see this strategy         
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33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
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We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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