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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
313Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
624Upgrade your subscription to see this strategy         
117Upgrade your subscription to see this strategy         
195Upgrade your subscription to see this strategy         
196Upgrade your subscription to see this strategy         
798Upgrade your subscription to see this strategy         
543Upgrade your subscription to see this strategy         
842Upgrade your subscription to see this strategy         
410Upgrade your subscription to see this strategy         
345Upgrade your subscription to see this strategy         
510Upgrade your subscription to see this strategy         
843Upgrade your subscription to see this strategy         
896Upgrade your subscription to see this strategy         
961Upgrade your subscription to see this strategy         
567Upgrade your subscription to see this strategy         
877Upgrade your subscription to see this strategy         
777Upgrade your subscription to see this strategy         
653Upgrade your subscription to see this strategy         
668Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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