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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
196Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
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226Upgrade your subscription to see this strategy         
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67
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315Upgrade your subscription to see this strategy         
350Upgrade your subscription to see this strategy         
368Upgrade your subscription to see this strategy         
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460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%   
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493Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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