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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
353Upgrade your subscription to see this strategy         
416Upgrade your subscription to see this strategy         
906Upgrade your subscription to see this strategy         
357Upgrade your subscription to see this strategy         
706Upgrade your subscription to see this strategy         
496Upgrade your subscription to see this strategy         
928Upgrade your subscription to see this strategy         
233Upgrade your subscription to see this strategy         
405Upgrade your subscription to see this strategy         
897Upgrade your subscription to see this strategy         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
745Upgrade your subscription to see this strategy         
95Upgrade your subscription to see this strategy         
159Upgrade your subscription to see this strategy         
809Upgrade your subscription to see this strategy         
247Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
444Upgrade your subscription to see this strategy         
555Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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