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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
800Upgrade your subscription to see this strategy         
547Upgrade your subscription to see this strategy         
175Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
582Upgrade your subscription to see this strategy         
571Upgrade your subscription to see this strategy         
902Upgrade your subscription to see this strategy         
840Upgrade your subscription to see this strategy         
301Upgrade your subscription to see this strategy         
575Upgrade your subscription to see this strategy         
917Upgrade your subscription to see this strategy         
821Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
523Upgrade your subscription to see this strategy         
799Upgrade your subscription to see this strategy         
375Upgrade your subscription to see this strategy         
415Upgrade your subscription to see this strategy         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
489Upgrade your subscription to see this strategy         
602Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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