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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
171Upgrade your subscription to see this strategy         
560Upgrade your subscription to see this strategy         
89Upgrade your subscription to see this strategy         
653Upgrade your subscription to see this strategy         
976Upgrade your subscription to see this strategy         
326Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
868Upgrade your subscription to see this strategy         
724Upgrade your subscription to see this strategy         
217Upgrade your subscription to see this strategy         
514Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
312Upgrade your subscription to see this strategy         
390Upgrade your subscription to see this strategy         
359Upgrade your subscription to see this strategy         
206Upgrade your subscription to see this strategy         
610Upgrade your subscription to see this strategy         
807Upgrade your subscription to see this strategy         
581Upgrade your subscription to see this strategy         
909Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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