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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
862Upgrade your subscription to see this strategy         
539Upgrade your subscription to see this strategy         
540Upgrade your subscription to see this strategy         
183Upgrade your subscription to see this strategy         
375Upgrade your subscription to see this strategy         
289Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
236Upgrade your subscription to see this strategy         
173Upgrade your subscription to see this strategy         
382Upgrade your subscription to see this strategy         
542Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
869Upgrade your subscription to see this strategy         
437Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
107Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
326Upgrade your subscription to see this strategy         
146Upgrade your subscription to see this strategy         
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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