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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
35Upgrade your subscription to see this strategy         
617Upgrade your subscription to see this strategy         
254Upgrade your subscription to see this strategy         
665Upgrade your subscription to see this strategy         
318Upgrade your subscription to see this strategy         
471Upgrade your subscription to see this strategy         
913Upgrade your subscription to see this strategy         
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
532Upgrade your subscription to see this strategy         
618Upgrade your subscription to see this strategy         
972Upgrade your subscription to see this strategy         
828Upgrade your subscription to see this strategy         
549Upgrade your subscription to see this strategy         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67
512Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
859Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
292Upgrade your subscription to see this strategy         
380Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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