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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
89Upgrade your subscription to see this strategy         
150Upgrade your subscription to see this strategy         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
856Upgrade your subscription to see this strategy         
501Upgrade your subscription to see this strategy         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
502Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
449Upgrade your subscription to see this strategy         
423Upgrade your subscription to see this strategy         
763Upgrade your subscription to see this strategy         
647Upgrade your subscription to see this strategy         
219Upgrade your subscription to see this strategy         
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
504Upgrade your subscription to see this strategy         
668Upgrade your subscription to see this strategy         
963Upgrade your subscription to see this strategy         
735Upgrade your subscription to see this strategy         
395Upgrade your subscription to see this strategy         
231Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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