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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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276Upgrade your subscription to see this strategy         
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653Upgrade your subscription to see this strategy         
180Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
554Upgrade your subscription to see this strategy         
695Upgrade your subscription to see this strategy         
830Upgrade your subscription to see this strategy         
594Upgrade your subscription to see this strategy         
804Upgrade your subscription to see this strategy         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
266Upgrade your subscription to see this strategy         
833Upgrade your subscription to see this strategy         
950Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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