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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
618Upgrade your subscription to see this strategy         
377Upgrade your subscription to see this strategy         
985Upgrade your subscription to see this strategy         
893Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
693Upgrade your subscription to see this strategy         
615Upgrade your subscription to see this strategy         
946Upgrade your subscription to see this strategy         
141Upgrade your subscription to see this strategy         
448Upgrade your subscription to see this strategy         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
436Upgrade your subscription to see this strategy         
398Upgrade your subscription to see this strategy         
760Upgrade your subscription to see this strategy         
253Upgrade your subscription to see this strategy         
707Upgrade your subscription to see this strategy         
708Upgrade your subscription to see this strategy         
617Upgrade your subscription to see this strategy         
126Upgrade your subscription to see this strategy         
687Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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