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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
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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         
141Upgrade your subscription to see this strategy         
448Upgrade your subscription to see this strategy         
860Upgrade your subscription to see this strategy         
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    The Encyclopedia of Quantitative Trading Strategies

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