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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
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346Upgrade your subscription to see this strategy         
965Upgrade your subscription to see this strategy         
166Upgrade your subscription to see this strategy         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
438Upgrade your subscription to see this strategy         
459Upgrade your subscription to see this strategy         
531Upgrade your subscription to see this strategy         
182Upgrade your subscription to see this strategy         
430Upgrade your subscription to see this strategy         
326Upgrade your subscription to see this strategy         
464Upgrade your subscription to see this strategy         
443Upgrade your subscription to see this strategy         
851Upgrade your subscription to see this strategy         
487Upgrade your subscription to see this strategy         
165Upgrade your subscription to see this strategy         
153Upgrade your subscription to see this strategy         
564Upgrade your subscription to see this strategy         
190Upgrade 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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