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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         
498Upgrade your subscription to see this strategy         
593Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
370Upgrade your subscription to see this strategy         
148Upgrade your subscription to see this strategy         
579Upgrade your subscription to see this strategy         
834Upgrade your subscription to see this strategy         
58Upgrade your subscription to see this strategy         
727Upgrade your subscription to see this strategy         
684Upgrade your subscription to see this strategy         
730Upgrade your subscription to see this strategy         
135Upgrade your subscription to see this strategy         
650Upgrade your subscription to see this strategy         
592Upgrade your subscription to see this strategy         
326Upgrade your subscription to see this strategy         
209Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
506Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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