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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
900Upgrade your subscription to see this strategy         
932Upgrade your subscription to see this strategy         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
130Investment FactorequitiesstocksComplex strategy1963-2013513.54%   
19Upgrade your subscription to see this strategy         
115Upgrade your subscription to see this strategy         
393Upgrade your subscription to see this strategy         
469Upgrade your subscription to see this strategy         
671Upgrade your subscription to see this strategy         
704Upgrade your subscription to see this strategy         
737Upgrade your subscription to see this strategy         
769Upgrade your subscription to see this strategy         
837Upgrade your subscription to see this strategy         
879Upgrade your subscription to see this strategy         
911Upgrade your subscription to see this strategy         
98Upgrade your subscription to see this strategy         
387Upgrade your subscription to see this strategy         
480Upgrade your subscription to see this strategy         
614Upgrade your subscription to see this strategy         
646Upgrade 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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