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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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941Upgrade your subscription to see this strategy         
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184Upgrade your subscription to see this strategy         
865Upgrade your subscription to see this strategy         
57Upgrade your subscription to see this strategy         
806Upgrade your subscription to see this strategy         
932Upgrade your subscription to see this strategy         
728Upgrade your subscription to see this strategy         
219Upgrade your subscription to see this strategy         
311Upgrade your subscription to see this strategy         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
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         
318Upgrade your subscription to see this strategy         
549Upgrade your subscription to see this strategy         
314Upgrade your subscription to see this strategy         
450Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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