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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
223Upgrade your subscription to see this strategy         
701Rebalancing Premium in CryptocurrenciescryptoscryptosSimple strategy2018-202137.65%2.62%-1.94%2.93
624Upgrade your subscription to see this strategy         
836Upgrade your subscription to see this strategy         
688Upgrade your subscription to see this strategy         
138Upgrade your subscription to see this strategy         
629Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
853Upgrade your subscription to see this strategy         
792Upgrade your subscription to see this strategy         
768Upgrade your subscription to see this strategy         
514Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
474Upgrade your subscription to see this strategy         
547Upgrade your subscription to see this strategy         
750Upgrade your subscription to see this strategy         
584Upgrade your subscription to see this strategy         
351Upgrade your subscription to see this strategy         
452Upgrade your subscription to see this strategy         
835Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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