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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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110Upgrade your subscription to see this strategy         
387Upgrade your subscription to see this strategy         
773Upgrade your subscription to see this strategy         
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265Upgrade your subscription to see this strategy         
919Upgrade your subscription to see this strategy         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
99Upgrade your subscription to see this strategy         
556Upgrade your subscription to see this strategy         
778Upgrade your subscription to see this strategy         
597Upgrade your subscription to see this strategy         
767Upgrade your subscription to see this strategy         
860Upgrade your subscription to see this strategy         
718Upgrade your subscription to see this strategy         
983Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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