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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
53Upgrade your subscription to see this strategy         
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766Upgrade your subscription to see this strategy         
1000Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
277Upgrade your subscription to see this strategy         
208Upgrade your subscription to see this strategy         
864Upgrade your subscription to see this strategy         
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
689Upgrade your subscription to see this strategy         
638Upgrade your subscription to see this strategy         
448Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
107Upgrade your subscription to see this strategy         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4% 0.82
60Upgrade your subscription to see this strategy         
709Upgrade your subscription to see this strategy         
308Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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