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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
243Upgrade your subscription to see this strategy         
217Upgrade your subscription to see this strategy         
218Upgrade your subscription to see this strategy         
370Upgrade your subscription to see this strategy         
751Upgrade your subscription to see this strategy         
893Upgrade your subscription to see this strategy         
318Upgrade your subscription to see this strategy         
123Upgrade your subscription to see this strategy         
291Upgrade your subscription to see this strategy         
224Upgrade your subscription to see this strategy         
561Upgrade your subscription to see this strategy         
732Upgrade your subscription to see this strategy         
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865Upgrade your subscription to see this strategy         
319Upgrade your subscription to see this strategy         
743Upgrade your subscription to see this strategy         
802Upgrade your subscription to see this strategy         
570Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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