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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
918Upgrade your subscription to see this strategy         
600Upgrade your subscription to see this strategy         
694Upgrade your subscription to see this strategy         
150Upgrade your subscription to see this strategy         
334Upgrade your subscription to see this strategy         
466Upgrade your subscription to see this strategy         
845Upgrade your subscription to see this strategy         
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%   
595Upgrade your subscription to see this strategy         
912Upgrade your subscription to see this strategy         
736Upgrade your subscription to see this strategy         
465Upgrade your subscription to see this strategy         
219Upgrade your subscription to see this strategy         
473Upgrade your subscription to see this strategy         
130Investment FactorequitiesstocksComplex strategy1963-2013513.54%   
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
502Upgrade your subscription to see this strategy         
978Upgrade your subscription to see this strategy         
840Upgrade your subscription to see this strategy         
916Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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