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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
805Upgrade your subscription to see this strategy         
66Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
904Upgrade your subscription to see this strategy         
911Upgrade your subscription to see this strategy         
743Upgrade your subscription to see this strategy         
139Upgrade your subscription to see this strategy         
520Upgrade your subscription to see this strategy         
657Upgrade your subscription to see this strategy         
30Upgrade your subscription to see this strategy         
879Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
703Upgrade your subscription to see this strategy         
852Upgrade your subscription to see this strategy         
175Upgrade your subscription to see this strategy         
829Upgrade your subscription to see this strategy         
51Upgrade your subscription to see this strategy         
131Upgrade your subscription to see this strategy         
866Upgrade your subscription to see this strategy         
972Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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