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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
799Upgrade your subscription to see this strategy         
375Upgrade your subscription to see this strategy         
415Upgrade your subscription to see this strategy         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
489Upgrade your subscription to see this strategy         
602Upgrade your subscription to see this strategy         
864Upgrade your subscription to see this strategy         
603Upgrade your subscription to see this strategy         
280Upgrade your subscription to see this strategy         
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
354Upgrade your subscription to see this strategy         
561Upgrade your subscription to see this strategy         
793Upgrade your subscription to see this strategy         
329Upgrade your subscription to see this strategy         
819Upgrade your subscription to see this strategy         
320Upgrade your subscription to see this strategy         
388Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
644Upgrade your subscription to see this strategy         
790Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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