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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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770Upgrade your subscription to see this strategy         
683Upgrade your subscription to see this strategy         
201Upgrade your subscription to see this strategy         
804Upgrade your subscription to see this strategy         
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817Upgrade your subscription to see this strategy         
255Upgrade your subscription to see this strategy         
541Upgrade your subscription to see this strategy         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
299Upgrade your subscription to see this strategy         
828Upgrade your subscription to see this strategy         
553Upgrade your subscription to see this strategy         
752Upgrade your subscription to see this strategy         
105Upgrade your subscription to see this strategy         
608Upgrade your subscription to see this strategy         
554Upgrade your subscription to see this strategy         
973Upgrade your subscription to see this strategy         
566Upgrade your subscription to see this strategy         
609Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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