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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
769Upgrade your subscription to see this strategy         
780Upgrade your subscription to see this strategy         
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
592Upgrade your subscription to see this strategy         
94Upgrade your subscription to see this strategy         
170Upgrade your subscription to see this strategy         
616Upgrade your subscription to see this strategy         
138Upgrade your subscription to see this strategy         
253Upgrade your subscription to see this strategy         
542Upgrade your subscription to see this strategy         
553Upgrade your subscription to see this strategy         
960Upgrade your subscription to see this strategy         
283Upgrade your subscription to see this strategy         
917Upgrade your subscription to see this strategy         
494Upgrade your subscription to see this strategy         
299Upgrade your subscription to see this strategy         
652Upgrade your subscription to see this strategy         
599Upgrade your subscription to see this strategy         
800Upgrade your subscription to see this strategy         
691Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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