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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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950Upgrade your subscription to see this strategy         
677Upgrade your subscription to see this strategy         
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588Upgrade your subscription to see this strategy         
733Upgrade your subscription to see this strategy         
346Upgrade your subscription to see this strategy         
702Upgrade your subscription to see this strategy         
735Upgrade your subscription to see this strategy         
801Upgrade your subscription to see this strategy         
260Upgrade your subscription to see this strategy         
213Upgrade your subscription to see this strategy         
737Upgrade your subscription to see this strategy         
968Upgrade your subscription to see this strategy         
95Upgrade your subscription to see this strategy         
323Upgrade your subscription to see this strategy         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67
235Upgrade your subscription to see this strategy         
265Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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