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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
450Quantpedia Premium (Buy Premium account to see this strategy)         
438Quantpedia Premium (Buy Premium account to see this strategy)         
170Quantpedia Premium (Buy Premium account to see this strategy)         
353Quantpedia Premium (Buy Premium account to see this strategy)         
416Quantpedia Premium (Buy Premium account to see this strategy)         
357Quantpedia Premium (Buy Premium account to see this strategy)         
496Quantpedia Premium (Buy Premium account to see this strategy)         
233Quantpedia Premium (Buy Premium account to see this strategy)         
405Quantpedia Premium (Buy Premium account to see this strategy)         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
95Quantpedia Premium (Buy Premium account to see this strategy)         
159Quantpedia Premium (Buy Premium account to see this strategy)         
247Quantpedia Premium (Buy Premium account to see this strategy)         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
444Quantpedia Premium (Buy Premium account to see this strategy)         
555Quantpedia Premium (Buy Premium account to see this strategy)         
380Quantpedia Premium (Buy Premium account to see this strategy)         
504Quantpedia Premium (Buy Premium account to see this strategy)         
498Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 525 Premium strategiesUpgrade to Premium to unlock Premium strategies

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