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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
699Upgrade your subscription to see this strategy         
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%0.3
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
703Upgrade your subscription to see this strategy         
99Upgrade your subscription to see this strategy         
454Upgrade your subscription to see this strategy         
242Upgrade your subscription to see this strategy         
990Upgrade your subscription to see this strategy         
208Upgrade your subscription to see this strategy         
420Upgrade your subscription to see this strategy         
595Upgrade your subscription to see this strategy         
971Upgrade your subscription to see this strategy         
473Upgrade your subscription to see this strategy         
159Upgrade your subscription to see this strategy         
698Upgrade your subscription to see this strategy         
260Upgrade your subscription to see this strategy         
439Upgrade your subscription to see this strategy         
632Upgrade your subscription to see this strategy         
70Upgrade your subscription to see this strategy         
230Upgrade 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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