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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
47Upgrade your subscription to see this strategy         
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120Upgrade your subscription to see this strategy         
121Upgrade your subscription to see this strategy         
149Upgrade your subscription to see this strategy         
150Upgrade your subscription to see this strategy         
258Upgrade your subscription to see this strategy         
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282Upgrade your subscription to see this strategy         
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350Upgrade your subscription to see this strategy         
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    The Encyclopedia of Quantitative Trading Strategies

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