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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
932Upgrade your subscription to see this strategy         
728Upgrade your subscription to see this strategy         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
219Upgrade your subscription to see this strategy         
311Upgrade your subscription to see this strategy         
342Upgrade your subscription to see this strategy         
639Upgrade your subscription to see this strategy         
72Upgrade your subscription to see this strategy         
526Upgrade your subscription to see this strategy         
983Upgrade your subscription to see this strategy         
516Upgrade your subscription to see this strategy         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10% 0.7
517Upgrade your subscription to see this strategy         
468Upgrade your subscription to see this strategy         
643Upgrade your subscription to see this strategy         
518Upgrade your subscription to see this strategy         
166Upgrade your subscription to see this strategy         
320Upgrade your subscription to see this strategy         
452Upgrade your subscription to see this strategy         
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.6%10% 1.66
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    The Encyclopedia of Quantitative Trading Strategies

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