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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
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    The Encyclopedia of Quantitative Trading Strategies

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