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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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276Upgrade your subscription to see this strategy         
513Upgrade your subscription to see this strategy         
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944Upgrade your subscription to see this strategy         
959Upgrade your subscription to see this strategy         
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85% 1.22
34Upgrade your subscription to see this strategy         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
176Upgrade your subscription to see this strategy         
187Upgrade your subscription to see this strategy         
189Upgrade your subscription to see this strategy         
260Upgrade your subscription to see this strategy         
262Upgrade your subscription to see this strategy         
448Upgrade your subscription to see this strategy         
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595Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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