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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
574Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
672Upgrade your subscription to see this strategy         
196Upgrade your subscription to see this strategy         
850Upgrade your subscription to see this strategy         
486Upgrade your subscription to see this strategy         
194Upgrade your subscription to see this strategy         
40Upgrade your subscription to see this strategy         
105Upgrade your subscription to see this strategy         
336Upgrade your subscription to see this strategy         
529Upgrade your subscription to see this strategy         
455Upgrade your subscription to see this strategy         
857Upgrade your subscription to see this strategy         
869Upgrade your subscription to see this strategy         
854Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
626Upgrade your subscription to see this strategy         
540Upgrade your subscription to see this strategy         
579Upgrade your subscription to see this strategy         
887Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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