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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
399Quantpedia Premium (Buy Premium account to see this strategy)             
406Quantpedia Premium (Buy Premium account to see this strategy)             
414Quantpedia Premium (Buy Premium account to see this strategy)             
417Quantpedia Premium (Buy Premium account to see this strategy)             
421Quantpedia Premium (Buy Premium account to see this strategy)             
422Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
455Quantpedia Premium (Buy Premium account to see this strategy)             
456Quantpedia Premium (Buy Premium account to see this strategy)             
460ESG Factor Investing StrategyYearly1000equitiesstocksVery complex strategy2002-2011103.25%0%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, smart beta, stock picking 
464Quantpedia Premium (Buy Premium account to see this strategy)             
469Quantpedia Premium (Buy Premium account to see this strategy)             
480Quantpedia Premium (Buy Premium account to see this strategy)             
483Quantpedia Premium (Buy Premium account to see this strategy)             
485Quantpedia Premium (Buy Premium account to see this strategy)             
476Quantpedia Premium (Buy Premium account to see this strategy)             
60Quantpedia Premium (Buy Premium account to see this strategy)             
63Quantpedia Premium (Buy Premium account to see this strategy)             
193Quantpedia Premium (Buy Premium account to see this strategy)             
227Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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