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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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         
632Upgrade your subscription to see this strategy         
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245Upgrade your subscription to see this strategy         
931Upgrade your subscription to see this strategy         
109Upgrade your subscription to see this strategy         
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458Upgrade your subscription to see this strategy         
134Upgrade your subscription to see this strategy         
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98Upgrade your subscription to see this strategy         
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141Upgrade your subscription to see this strategy         
455Upgrade your subscription to see this strategy         
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    The Encyclopedia of Quantitative Trading Strategies

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