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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
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794Upgrade your subscription to see this strategy         
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618Upgrade your subscription to see this strategy         
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179Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
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762Upgrade your subscription to see this strategy         
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1093Upgrade your subscription to see this strategy         
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The Encyclopedia of Quantitative Trading Strategies

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