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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
436Quantpedia Premium (Buy Premium account to see this strategy)         
437Quantpedia Premium (Buy Premium account to see this strategy)         
446Quantpedia Premium (Buy Premium account to see this strategy)         
447Quantpedia Premium (Buy Premium account to see this strategy)         
454Quantpedia Premium (Buy Premium account to see this strategy)         
457Quantpedia Premium (Buy Premium account to see this strategy)         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5%0%0.89
465Quantpedia Premium (Buy Premium account to see this strategy)         
466Quantpedia Premium (Buy Premium account to see this strategy)         
467Quantpedia Premium (Buy Premium account to see this strategy)         
468Quantpedia Premium (Buy Premium account to see this strategy)         
472Quantpedia Premium (Buy Premium account to see this strategy)         
474Quantpedia Premium (Buy Premium account to see this strategy)         
475Quantpedia Premium (Buy Premium account to see this strategy)         
477Quantpedia Premium (Buy Premium account to see this strategy)         
478Quantpedia Premium (Buy Premium account to see this strategy)         
479Quantpedia Premium (Buy Premium account to see this strategy)         
482Quantpedia Premium (Buy Premium account to see this strategy)         
493Quantpedia Premium (Buy Premium account to see this strategy)         
497Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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