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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
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788Upgrade your subscription to see this strategy         
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690Upgrade your subscription to see this strategy         
859Upgrade your subscription to see this strategy         
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394Upgrade your subscription to see this strategy         
We've found 82 Free, 103 Prime and 734 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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