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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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871Upgrade your subscription to see this strategy         
966Upgrade your subscription to see this strategy         
689Upgrade your subscription to see this strategy         
945Upgrade your subscription to see this strategy         
977Upgrade your subscription to see this strategy         
389Upgrade your subscription to see this strategy         
433Upgrade your subscription to see this strategy         
434Upgrade your subscription to see this strategy         
594Upgrade your subscription to see this strategy         
772Upgrade your subscription to see this strategy         
823Upgrade your subscription to see this strategy         
903Upgrade your subscription to see this strategy         
904Upgrade your subscription to see this strategy         
915Upgrade your subscription to see this strategy         
233Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
24Upgrade your subscription to see this strategy         
40Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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