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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.27%9.6%-37.07%0.29
766Upgrade your subscription to see this strategy         
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We've found 82 Free, 103 Prime and 736 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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