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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53% 0.66
913Upgrade your subscription to see this strategy         
525Upgrade your subscription to see this strategy         
1093Upgrade your subscription to see this strategy         
523Upgrade your subscription to see this strategy         
975Upgrade your subscription to see this strategy         
182Upgrade your subscription to see this strategy         
1046Upgrade your subscription to see this strategy         
132Upgrade your subscription to see this strategy         
643Upgrade your subscription to see this strategy         
1052Upgrade your subscription to see this strategy         
344Upgrade your subscription to see this strategy         
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The Encyclopedia of Quantitative Trading Strategies

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