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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
981Upgrade your subscription to see this strategy         
529Upgrade your subscription to see this strategy         
915Upgrade your subscription to see this strategy         
948Upgrade your subscription to see this strategy         
119Upgrade your subscription to see this strategy         
545Upgrade your subscription to see this strategy         
678Upgrade your subscription to see this strategy         
887Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
434Upgrade your subscription to see this strategy         
381Upgrade your subscription to see this strategy         
858Upgrade your subscription to see this strategy         
467Upgrade your subscription to see this strategy         
803Upgrade your subscription to see this strategy         
747Upgrade your subscription to see this strategy         
416Upgrade your subscription to see this strategy         
311Upgrade your subscription to see this strategy         
516Upgrade your subscription to see this strategy         
583Upgrade your subscription to see this strategy         
378Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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