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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
345Upgrade your subscription to see this strategy         
153Upgrade your subscription to see this strategy         
167Upgrade your subscription to see this strategy         
627Upgrade your subscription to see this strategy         
187Upgrade your subscription to see this strategy         
511Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
822Upgrade your subscription to see this strategy         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
508Upgrade your subscription to see this strategy         
674Upgrade your subscription to see this strategy         
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
817Upgrade your subscription to see this strategy         
867Upgrade your subscription to see this strategy         
580Upgrade your subscription to see this strategy         
770Upgrade your subscription to see this strategy         
254Upgrade your subscription to see this strategy         
369Upgrade your subscription to see this strategy         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1968-20063916.77%13.84% 1.21
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
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    The Encyclopedia of Quantitative Trading Strategies

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