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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
892Upgrade your subscription to see this strategy         
718Upgrade your subscription to see this strategy         
853Upgrade your subscription to see this strategy         
115Upgrade your subscription to see this strategy         
670Upgrade your subscription to see this strategy         
989Upgrade your subscription to see this strategy         
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
258Upgrade your subscription to see this strategy         
828Upgrade your subscription to see this strategy         
517Upgrade your subscription to see this strategy         
57Upgrade your subscription to see this strategy         
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
848Upgrade your subscription to see this strategy         
227Upgrade your subscription to see this strategy         
8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%0.3
662How to Use Lexical Density of Company FilingsequitiesstocksComplex strategy2010-2021118.16%10.4%-28.3%0.69
965Upgrade your subscription to see this strategy         
944Upgrade your subscription to see this strategy         
888Upgrade your subscription to see this strategy         
We've found 17 Free, 22 Prime and 116 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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