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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
48Upgrade your subscription to see this strategy         
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693Upgrade your subscription to see this strategy         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%   
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
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298Upgrade your subscription to see this strategy         
270Upgrade your subscription to see this strategy         
273Upgrade your subscription to see this strategy         
10Upgrade your subscription to see this strategy         
192Upgrade your subscription to see this strategy         
302Upgrade your subscription to see this strategy         
359Upgrade your subscription to see this strategy         
577Upgrade your subscription to see this strategy         
303Upgrade your subscription to see this strategy         
945Upgrade your subscription to see this strategy         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61% 0.39
889Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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