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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
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269Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
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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%   
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964Upgrade your subscription to see this strategy         
790Upgrade 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         
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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