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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
750Upgrade your subscription to see this strategy         
11Upgrade your subscription to see this strategy         
259Upgrade your subscription to see this strategy         
333Upgrade your subscription to see this strategy         
377Upgrade your subscription to see this strategy         
957Upgrade your subscription to see this strategy         
394Upgrade your subscription to see this strategy         
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%   
384Upgrade your subscription to see this strategy         
670Upgrade your subscription to see this strategy         
890Upgrade your subscription to see this strategy         
704Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
705Upgrade your subscription to see this strategy         
544Upgrade your subscription to see this strategy         
244Upgrade your subscription to see this strategy         
767Upgrade your subscription to see this strategy         
876Upgrade your subscription to see this strategy         
899Upgrade your subscription to see this strategy         
498Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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