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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
654Upgrade your subscription to see this strategy         
497Upgrade your subscription to see this strategy         
358Upgrade your subscription to see this strategy         
939Upgrade your subscription to see this strategy         
383Upgrade your subscription to see this strategy         
387Upgrade your subscription to see this strategy         
566Upgrade your subscription to see this strategy         
911Upgrade your subscription to see this strategy         
305Upgrade your subscription to see this strategy         
697Upgrade your subscription to see this strategy         
940Upgrade your subscription to see this strategy         
866Upgrade your subscription to see this strategy         
320Upgrade your subscription to see this strategy         
313Upgrade your subscription to see this strategy         
822Upgrade your subscription to see this strategy         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
163Upgrade your subscription to see this strategy         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
885Upgrade your subscription to see this strategy         
973Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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