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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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442Upgrade your subscription to see this strategy         
217Upgrade your subscription to see this strategy         
185Upgrade your subscription to see this strategy         
375Upgrade your subscription to see this strategy         
656Upgrade your subscription to see this strategy         
218Upgrade your subscription to see this strategy         
582Upgrade your subscription to see this strategy         
430Upgrade 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         
752Upgrade your subscription to see this strategy         
209Upgrade your subscription to see this strategy         
730Upgrade your subscription to see this strategy         
796Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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