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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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915Upgrade your subscription to see this strategy         
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232Upgrade your subscription to see this strategy         
773Upgrade your subscription to see this strategy         
598Upgrade your subscription to see this strategy         
738Upgrade your subscription to see this strategy         
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878Upgrade your subscription to see this strategy         
721Upgrade your subscription to see this strategy         
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
421Upgrade your subscription to see this strategy         
782Upgrade your subscription to see this strategy         
110Upgrade your subscription to see this strategy         
240Upgrade your subscription to see this strategy         
530Upgrade your subscription to see this strategy         
798Upgrade your subscription to see this strategy         
109Upgrade your subscription to see this strategy         
673Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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