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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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388Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
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538Upgrade your subscription to see this strategy         
815Upgrade your subscription to see this strategy         
658Upgrade your subscription to see this strategy         
732Upgrade your subscription to see this strategy         
484Upgrade your subscription to see this strategy         
796Upgrade your subscription to see this strategy         
711Upgrade your subscription to see this strategy         
558Upgrade your subscription to see this strategy         
1000Upgrade your subscription to see this strategy         
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
453Upgrade your subscription to see this strategy         
614Upgrade your subscription to see this strategy         
636Upgrade 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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