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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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190Upgrade your subscription to see this strategy         
269Upgrade your subscription to see this strategy         
319Upgrade your subscription to see this strategy         
486Upgrade your subscription to see this strategy         
557Upgrade your subscription to see this strategy         
24Upgrade your subscription to see this strategy         
274Upgrade your subscription to see this strategy         
442Upgrade your subscription to see this strategy         
217Upgrade your subscription to see this strategy         
276Upgrade your subscription to see this strategy         
247Upgrade your subscription to see this strategy         
476Upgrade your subscription to see this strategy         
248Upgrade your subscription to see this strategy         
441Upgrade your subscription to see this strategy         
101Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
4Upgrade your subscription to see this strategy         
831Upgrade your subscription to see this strategy         
808Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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