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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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365Upgrade your subscription to see this strategy         
851Upgrade your subscription to see this strategy         
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40Upgrade your subscription to see this strategy         
256Upgrade your subscription to see this strategy         
586Upgrade your subscription to see this strategy         
972Upgrade your subscription to see this strategy         
808Upgrade your subscription to see this strategy         
884Upgrade your subscription to see this strategy         
949Upgrade your subscription to see this strategy         
870Upgrade your subscription to see this strategy         
126Upgrade your subscription to see this strategy         
788Upgrade your subscription to see this strategy         
501Upgrade your subscription to see this strategy         
758Upgrade your subscription to see this strategy         
468Upgrade your subscription to see this strategy         
502Upgrade your subscription to see this strategy         
910Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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