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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
40Quantpedia Premium (Buy Premium account to see this strategy)             
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461ESG Factor Momentum StrategyMonthly1000equitiesstocksVery complex strategy2007-201592.23%2.5%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking0.89
388Quantpedia Premium (Buy Premium account to see this strategy)             
306Quantpedia Premium (Buy Premium account to see this strategy)             
20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy1986-19951026%19%0%Strongfactor investing, smart beta, volatility effect, volatility premium1.16
256Quantpedia Premium (Buy Premium account to see this strategy)             
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