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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
165Upgrade your subscription to see this strategy         
191Upgrade your subscription to see this strategy         
195Upgrade your subscription to see this strategy         
196Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
208Upgrade your subscription to see this strategy         
224Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67
232Upgrade your subscription to see this strategy         
296Upgrade your subscription to see this strategy         
298Upgrade your subscription to see this strategy         
315Upgrade your subscription to see this strategy         
350Upgrade your subscription to see this strategy         
368Upgrade your subscription to see this strategy         
396Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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