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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
715Upgrade your subscription to see this strategy         
746Upgrade your subscription to see this strategy         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
682Upgrade your subscription to see this strategy         
804Upgrade your subscription to see this strategy         
647Upgrade your subscription to see this strategy         
683Upgrade your subscription to see this strategy         
748Upgrade your subscription to see this strategy         
924Upgrade your subscription to see this strategy         
637Upgrade your subscription to see this strategy         
481Upgrade your subscription to see this strategy         
729Upgrade your subscription to see this strategy         
786Upgrade your subscription to see this strategy         
973Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
787Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
87Upgrade your subscription to see this strategy         
287Upgrade 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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