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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
256Upgrade your subscription to see this strategy         
398Upgrade your subscription to see this strategy         
929Upgrade your subscription to see this strategy         
123Upgrade your subscription to see this strategy         
320Upgrade your subscription to see this strategy         
920Upgrade your subscription to see this strategy         
622Upgrade your subscription to see this strategy         
388Upgrade your subscription to see this strategy         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
636Upgrade your subscription to see this strategy         
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
658Upgrade your subscription to see this strategy         
572Upgrade your subscription to see this strategy         
640Upgrade your subscription to see this strategy         
865Upgrade your subscription to see this strategy         
630Upgrade your subscription to see this strategy         
666Upgrade your subscription to see this strategy         
797Upgrade your subscription to see this strategy         
620Upgrade your subscription to see this strategy         
474Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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