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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%   
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461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
780Upgrade your subscription to see this strategy         
134Upgrade your subscription to see this strategy         
607Upgrade your subscription to see this strategy         
465Upgrade your subscription to see this strategy         
581Upgrade your subscription to see this strategy         
528Upgrade your subscription to see this strategy         
647Upgrade your subscription to see this strategy         
829Upgrade your subscription to see this strategy         
65Upgrade your subscription to see this strategy         
781Upgrade your subscription to see this strategy         
820Upgrade your subscription to see this strategy         
386Upgrade your subscription to see this strategy         
771Upgrade your subscription to see this strategy         
458Upgrade your subscription to see this strategy         
806Upgrade your subscription to see this strategy         
527Upgrade your subscription to see this strategy         
692Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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