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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
217Upgrade your subscription to see this strategy         
347Upgrade your subscription to see this strategy         
908Upgrade your subscription to see this strategy         
546Upgrade your subscription to see this strategy         
335Upgrade your subscription to see this strategy         
218Upgrade your subscription to see this strategy         
349Upgrade your subscription to see this strategy         
735Upgrade your subscription to see this strategy         
813Upgrade your subscription to see this strategy         
336Upgrade your subscription to see this strategy         
176Upgrade your subscription to see this strategy         
736Upgrade your subscription to see this strategy         
233Upgrade your subscription to see this strategy         
337Upgrade your subscription to see this strategy         
879Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
338Upgrade your subscription to see this strategy         
604Upgrade your subscription to see this strategy         
672Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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