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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
340Upgrade your subscription to see this strategy         
444Upgrade your subscription to see this strategy         
344Upgrade your subscription to see this strategy         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
726Upgrade your subscription to see this strategy         
324Upgrade your subscription to see this strategy         
391Upgrade your subscription to see this strategy         
249Upgrade your subscription to see this strategy         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
268Upgrade your subscription to see this strategy         
830Upgrade your subscription to see this strategy         
227Upgrade your subscription to see this strategy         
93Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5% 0.42
133Upgrade your subscription to see this strategy         
92Upgrade your subscription to see this strategy         
19Upgrade your subscription to see this strategy         
115Upgrade your subscription to see this strategy         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
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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