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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
300Upgrade your subscription to see this strategy         
421Upgrade your subscription to see this strategy         
456Upgrade your subscription to see this strategy         
659Upgrade your subscription to see this strategy         
827Upgrade your subscription to see this strategy         
873Upgrade your subscription to see this strategy         
935Upgrade your subscription to see this strategy         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
357Upgrade your subscription to see this strategy         
397Upgrade your subscription to see this strategy         
541Upgrade your subscription to see this strategy         
573Upgrade your subscription to see this strategy         
606Upgrade your subscription to see this strategy         
674Upgrade your subscription to see this strategy         
806Upgrade your subscription to see this strategy         
840Upgrade your subscription to see this strategy         
947Upgrade your subscription to see this strategy         
17Upgrade your subscription to see this strategy         
432Upgrade 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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