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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
380Upgrade your subscription to see this strategy         
504Upgrade your subscription to see this strategy         
528Upgrade your subscription to see this strategy         
570Upgrade your subscription to see this strategy         
593Upgrade your subscription to see this strategy         
629Upgrade your subscription to see this strategy         
696Upgrade your subscription to see this strategy         
697Upgrade your subscription to see this strategy         
722Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
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746Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
135Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
204Upgrade your subscription to see this strategy         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
257Upgrade your subscription to see this strategy         
280Upgrade your subscription to see this strategy         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
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    The Encyclopedia of Quantitative Trading Strategies

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