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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
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928Upgrade your subscription to see this strategy         
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706Upgrade your subscription to see this strategy         
357Upgrade your subscription to see this strategy         
906Upgrade your subscription to see this strategy         
416Upgrade your subscription to see this strategy         
353Upgrade your subscription to see this strategy         
170Upgrade your subscription to see this strategy         
438Upgrade your subscription to see this strategy         
631Upgrade your subscription to see this strategy         
450Upgrade your subscription to see this strategy         
682Upgrade your subscription to see this strategy         
976Upgrade 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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