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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%0.3
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792Upgrade your subscription to see this strategy         
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
770Upgrade your subscription to see this strategy         
817Upgrade your subscription to see this strategy         
993Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
234Upgrade your subscription to see this strategy         
481Upgrade your subscription to see this strategy         
729Upgrade your subscription to see this strategy         
356Upgrade your subscription to see this strategy         
157Upgrade your subscription to see this strategy         
297Upgrade your subscription to see this strategy         
440Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
358Upgrade your subscription to see this strategy         
361Upgrade your subscription to see this strategy         
511Upgrade your subscription to see this strategy         
745Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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