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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
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152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%   
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155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
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We've found 82 Free, 114 Prime and 888 Premium strategies.Upgrade subscription to unlock more
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The Encyclopedia of Quantitative Trading Strategies

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