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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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925Upgrade your subscription to see this strategy         
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230Upgrade your subscription to see this strategy         
454Upgrade your subscription to see this strategy         
819Upgrade your subscription to see this strategy         
487Upgrade your subscription to see this strategy         
576Upgrade your subscription to see this strategy         
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
285Upgrade your subscription to see this strategy         
964Upgrade your subscription to see this strategy         
692Upgrade your subscription to see this strategy         
287Upgrade your subscription to see this strategy         
384Upgrade your subscription to see this strategy         
816Upgrade your subscription to see this strategy         
727Upgrade your subscription to see this strategy         
484Upgrade your subscription to see this strategy         
921Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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