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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
824Upgrade your subscription to see this strategy         
609Upgrade your subscription to see this strategy         
588Upgrade your subscription to see this strategy         
918Upgrade your subscription to see this strategy         
214Upgrade your subscription to see this strategy         
250Upgrade your subscription to see this strategy         
858Upgrade your subscription to see this strategy         
263Upgrade your subscription to see this strategy         
1054Upgrade your subscription to see this strategy         
705Upgrade your subscription to see this strategy         
793Upgrade your subscription to see this strategy         
570Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67
415Upgrade your subscription to see this strategy         
163Upgrade your subscription to see this strategy         
128Upgrade your subscription to see this strategy         
651Upgrade your subscription to see this strategy         
628Upgrade 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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