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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
465Quantpedia Premium (Buy Premium account to see this strategy)         
464Quantpedia Premium (Buy Premium account to see this strategy)         
463Quantpedia Premium (Buy Premium account to see this strategy)         
463Quantpedia Premium (Buy Premium account to see this strategy)         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5%0%0.89
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%0%0% 
459Quantpedia Premium (Buy Premium account to see this strategy)         
458Quantpedia Premium (Buy Premium account to see this strategy)         
457Quantpedia Premium (Buy Premium account to see this strategy)         
456Quantpedia Premium (Buy Premium account to see this strategy)         
455Quantpedia Premium (Buy Premium account to see this strategy)         
454Quantpedia Premium (Buy Premium account to see this strategy)         
453Quantpedia Premium (Buy Premium account to see this strategy)         
452Quantpedia Premium (Buy Premium account to see this strategy)         
451Quantpedia Premium (Buy Premium account to see this strategy)         
450Quantpedia Premium (Buy Premium account to see this strategy)         
449Quantpedia Premium (Buy Premium account to see this strategy)         
448Quantpedia Premium (Buy Premium account to see this strategy)         
447Quantpedia Premium (Buy Premium account to see this strategy)         
446Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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