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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
423Upgrade your subscription to see this strategy         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%   
159Upgrade your subscription to see this strategy         
7Low Volatility Factor Effect in StocksequitiesstocksComplex strategy1986-20062111.3%10.1% 0.72
89Upgrade your subscription to see this strategy         
333Upgrade your subscription to see this strategy         
866Upgrade your subscription to see this strategy         
173Upgrade your subscription to see this strategy         
908Upgrade your subscription to see this strategy         
97Upgrade your subscription to see this strategy         
220Upgrade your subscription to see this strategy         
499Upgrade your subscription to see this strategy         
431Upgrade your subscription to see this strategy         
902Upgrade your subscription to see this strategy         
723Upgrade your subscription to see this strategy         
404Upgrade your subscription to see this strategy         
255Upgrade your subscription to see this strategy         
424Upgrade your subscription to see this strategy         
426Upgrade your subscription to see this strategy         
351Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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