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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
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12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
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915Upgrade your subscription to see this strategy         
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