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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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379Upgrade your subscription to see this strategy         
638Upgrade your subscription to see this strategy         
76Upgrade your subscription to see this strategy         
380Upgrade your subscription to see this strategy         
201Upgrade your subscription to see this strategy         
103Upgrade your subscription to see this strategy         
984Upgrade your subscription to see this strategy         
317Upgrade your subscription to see this strategy         
805Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
433Upgrade your subscription to see this strategy         
962Upgrade your subscription to see this strategy         
875Upgrade your subscription to see this strategy         
723Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
434Upgrade your subscription to see this strategy         
29Upgrade your subscription to see this strategy         
727Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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