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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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286Upgrade your subscription to see this strategy         
910Upgrade your subscription to see this strategy         
751Upgrade your subscription to see this strategy         
291Upgrade your subscription to see this strategy         
451Upgrade your subscription to see this strategy         
518Upgrade your subscription to see this strategy         
320Upgrade your subscription to see this strategy         
452Upgrade your subscription to see this strategy         
166Upgrade your subscription to see this strategy         
519Upgrade your subscription to see this strategy         
704Upgrade your subscription to see this strategy         
384Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
941Upgrade your subscription to see this strategy         
919Upgrade your subscription to see this strategy         
865Upgrade your subscription to see this strategy         
184Upgrade your subscription to see this strategy         
57Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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