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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
730Upgrade your subscription to see this strategy         
675Upgrade your subscription to see this strategy         
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         
253Upgrade your subscription to see this strategy         
707Upgrade 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         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
807Upgrade your subscription to see this strategy         
663R&D Expenditures and Stock ReturnsequitiesstocksSimple strategy2003-2020184.67%8.2%-39.3%0.51
708Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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