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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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560Upgrade your subscription to see this strategy         
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933Upgrade your subscription to see this strategy         
439Upgrade your subscription to see this strategy         
565Upgrade your subscription to see this strategy         
287Upgrade your subscription to see this strategy         
744Upgrade your subscription to see this strategy         
901Upgrade your subscription to see this strategy         
492Upgrade your subscription to see this strategy         
410Upgrade your subscription to see this strategy         
548Upgrade your subscription to see this strategy         
572Upgrade your subscription to see this strategy         
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
723Upgrade your subscription to see this strategy         
484Upgrade your subscription to see this strategy         
641Upgrade your subscription to see this strategy         
348Upgrade your subscription to see this strategy         
910Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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