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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
302Upgrade your subscription to see this strategy         
123Upgrade your subscription to see this strategy         
119Upgrade your subscription to see this strategy         
384Upgrade your subscription to see this strategy         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
798Upgrade your subscription to see this strategy         
567Upgrade your subscription to see this strategy         
202Upgrade your subscription to see this strategy         
445Upgrade your subscription to see this strategy         
732Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
614Upgrade your subscription to see this strategy         
194Upgrade your subscription to see this strategy         
347Upgrade your subscription to see this strategy         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%   
410Upgrade your subscription to see this strategy         
258Upgrade your subscription to see this strategy         
818Upgrade your subscription to see this strategy         
133Upgrade 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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