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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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836Upgrade your subscription to see this strategy         
177Upgrade your subscription to see this strategy         
296Upgrade your subscription to see this strategy         
76Upgrade your subscription to see this strategy         
366Upgrade your subscription to see this strategy         
956Upgrade your subscription to see this strategy         
694Upgrade your subscription to see this strategy         
826Upgrade your subscription to see this strategy         
861Upgrade your subscription to see this strategy         
103Upgrade your subscription to see this strategy         
695Upgrade your subscription to see this strategy         
674Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
663R&D Expenditures and Stock ReturnsequitiesstocksSimple strategy2003-2020184.67%8.2%-39.3%0.51
629Upgrade your subscription to see this strategy         
319Upgrade your subscription to see this strategy         
754Upgrade your subscription to see this strategy         
274Upgrade your subscription to see this strategy         
743Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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