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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
546Upgrade your subscription to see this strategy         
845Upgrade your subscription to see this strategy         
963Upgrade your subscription to see this strategy         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% 0.7
311Upgrade your subscription to see this strategy         
329Upgrade your subscription to see this strategy         
84Upgrade your subscription to see this strategy         
304Upgrade your subscription to see this strategy         
216Upgrade your subscription to see this strategy         
962Upgrade your subscription to see this strategy         
643Upgrade your subscription to see this strategy         
416Upgrade your subscription to see this strategy         
836Upgrade your subscription to see this strategy         
241Upgrade your subscription to see this strategy         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
408Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
63Upgrade your subscription to see this strategy         
149Upgrade your subscription to see this strategy         
434Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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