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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
82Upgrade your subscription to see this strategy         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11% 2.27
105Upgrade your subscription to see this strategy         
324Upgrade your subscription to see this strategy         
197Upgrade your subscription to see this strategy         
81Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
66Upgrade your subscription to see this strategy         
51Upgrade your subscription to see this strategy         
34Upgrade your subscription to see this strategy         
545Upgrade your subscription to see this strategy         
771Upgrade your subscription to see this strategy         
827Upgrade your subscription to see this strategy         
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
523Upgrade your subscription to see this strategy         
366Upgrade your subscription to see this strategy         
717Upgrade your subscription to see this strategy         
621Upgrade your subscription to see this strategy         
177Upgrade your subscription to see this strategy         
76Upgrade 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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