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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
265Upgrade your subscription to see this strategy         
232Upgrade your subscription to see this strategy         
705Upgrade your subscription to see this strategy         
704Upgrade your subscription to see this strategy         
1058Upgrade your subscription to see this strategy         
909Upgrade your subscription to see this strategy         
197Upgrade your subscription to see this strategy         
502Upgrade your subscription to see this strategy         
962Upgrade your subscription to see this strategy         
165Upgrade your subscription to see this strategy         
524Upgrade your subscription to see this strategy         
954Upgrade your subscription to see this strategy         
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
769Upgrade your subscription to see this strategy         
824Upgrade your subscription to see this strategy         
989Upgrade your subscription to see this strategy         
202Upgrade your subscription to see this strategy         
19Upgrade your subscription to see this strategy         
264Upgrade your subscription to see this strategy         
543Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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