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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
365Upgrade your subscription to see this strategy         
851Upgrade your subscription to see this strategy         
659Upgrade 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         
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         
278Upgrade your subscription to see this strategy         
441Upgrade your subscription to see this strategy         
514Upgrade your subscription to see this strategy         
417Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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