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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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         
760Upgrade your subscription to see this strategy         
440Upgrade your subscription to see this strategy         
422Upgrade your subscription to see this strategy         
534Upgrade your subscription to see this strategy         
215Upgrade your subscription to see this strategy         
214Upgrade your subscription to see this strategy         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
454Upgrade your subscription to see this strategy         
352Upgrade your subscription to see this strategy         
384Upgrade your subscription to see this strategy         
378Upgrade your subscription to see this strategy         
828Upgrade your subscription to see this strategy         
407Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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