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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
185Upgrade your subscription to see this strategy         
512Upgrade your subscription to see this strategy         
579Upgrade your subscription to see this strategy         
611Upgrade your subscription to see this strategy         
679Upgrade your subscription to see this strategy         
712Upgrade your subscription to see this strategy         
744Upgrade your subscription to see this strategy         
778Upgrade your subscription to see this strategy         
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986Upgrade your subscription to see this strategy         
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%   
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    The Encyclopedia of Quantitative Trading Strategies

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