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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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188Upgrade your subscription to see this strategy         
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561Upgrade your subscription to see this strategy         
793Upgrade your subscription to see this strategy         
540Upgrade your subscription to see this strategy         
739Upgrade your subscription to see this strategy         
269Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
301Upgrade your subscription to see this strategy         
575Upgrade your subscription to see this strategy         
917Upgrade your subscription to see this strategy         
821Upgrade your subscription to see this strategy         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
523Upgrade your subscription to see this strategy         
799Upgrade your subscription to see this strategy         
375Upgrade your subscription to see this strategy         
415Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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