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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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         
790Upgrade your subscription to see this strategy         
964Upgrade your subscription to see this strategy         
656Upgrade your subscription to see this strategy         
264Upgrade your subscription to see this strategy         
646Upgrade your subscription to see this strategy         
435Upgrade your subscription to see this strategy         
329Upgrade your subscription to see this strategy         
819Upgrade your subscription to see this strategy         
320Upgrade your subscription to see this strategy         
388Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
644Upgrade 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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