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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
500Upgrade your subscription to see this strategy         
458Upgrade your subscription to see this strategy         
990Upgrade your subscription to see this strategy         
595Upgrade your subscription to see this strategy         
191Upgrade your subscription to see this strategy         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%   
61Upgrade your subscription to see this strategy         
423Upgrade your subscription to see this strategy         
160Upgrade your subscription to see this strategy         
632Upgrade your subscription to see this strategy         
931Upgrade your subscription to see this strategy         
245Upgrade your subscription to see this strategy         
142Upgrade your subscription to see this strategy         
267Upgrade your subscription to see this strategy         
623Upgrade your subscription to see this strategy         
634Upgrade your subscription to see this strategy         
72Upgrade your subscription to see this strategy         
134Upgrade your subscription to see this strategy         
98Upgrade your subscription to see this strategy         
34Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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