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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
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80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5% 0.42
76Upgrade 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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