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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
127Upgrade your subscription to see this strategy         
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130Investment FactorequitiesstocksComplex strategy1963-2013513.54%   
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134Upgrade your subscription to see this strategy         
135Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
139Upgrade your subscription to see this strategy         
141Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
148Upgrade your subscription to see this strategy         
151Upgrade your subscription to see this strategy         
154Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
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160Upgrade your subscription to see this strategy         
163Upgrade your subscription to see this strategy         
165Upgrade your subscription to see this strategy         
166Upgrade 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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