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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
161Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
558Upgrade your subscription to see this strategy         
864Upgrade your subscription to see this strategy         
802Upgrade your subscription to see this strategy         
402Upgrade your subscription to see this strategy         
815Upgrade your subscription to see this strategy         
829Upgrade your subscription to see this strategy         
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%   
614Upgrade your subscription to see this strategy         
463Upgrade your subscription to see this strategy         
970Upgrade your subscription to see this strategy         
187Upgrade your subscription to see this strategy         
241Upgrade your subscription to see this strategy         
164Upgrade your subscription to see this strategy         
851Upgrade your subscription to see this strategy         
354Upgrade your subscription to see this strategy         
819Upgrade your subscription to see this strategy         
107Upgrade your subscription to see this strategy         
431Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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