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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
528Upgrade your subscription to see this strategy         
48Upgrade your subscription to see this strategy         
18Upgrade your subscription to see this strategy         
680Upgrade your subscription to see this strategy         
639Upgrade your subscription to see this strategy         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
731Upgrade your subscription to see this strategy         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
247Upgrade your subscription to see this strategy         
924Upgrade your subscription to see this strategy         
684Upgrade your subscription to see this strategy         
630Upgrade your subscription to see this strategy         
24Upgrade your subscription to see this strategy         
303Upgrade your subscription to see this strategy         
234Upgrade your subscription to see this strategy         
259Upgrade your subscription to see this strategy         
898Upgrade your subscription to see this strategy         
737Upgrade your subscription to see this strategy         
572Upgrade your subscription to see this strategy         
812Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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