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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
268Upgrade your subscription to see this strategy         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
324Upgrade your subscription to see this strategy         
391Upgrade your subscription to see this strategy         
249Upgrade your subscription to see this strategy         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
726Upgrade your subscription to see this strategy         
862Upgrade your subscription to see this strategy         
340Upgrade your subscription to see this strategy         
444Upgrade your subscription to see this strategy         
344Upgrade your subscription to see this strategy         
832Upgrade your subscription to see this strategy         
918Upgrade your subscription to see this strategy         
744Upgrade your subscription to see this strategy         
954Upgrade your subscription to see this strategy         
411Upgrade your subscription to see this strategy         
654Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
655Upgrade your subscription to see this strategy         
493Upgrade 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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