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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
301Upgrade your subscription to see this strategy         
722Upgrade your subscription to see this strategy         
986Upgrade your subscription to see this strategy         
589Upgrade your subscription to see this strategy         
789Upgrade your subscription to see this strategy         
590Upgrade your subscription to see this strategy         
228Upgrade your subscription to see this strategy         
681Upgrade your subscription to see this strategy         
488Upgrade 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         

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    The Encyclopedia of Quantitative Trading Strategies

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