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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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797Upgrade your subscription to see this strategy         
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621Upgrade your subscription to see this strategy         
306Upgrade your subscription to see this strategy         
372Upgrade your subscription to see this strategy         
790Upgrade your subscription to see this strategy         
161Upgrade your subscription to see this strategy         
49Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
558Upgrade your subscription to see this strategy         
864Upgrade your subscription to see this strategy         
802Upgrade your subscription to see this strategy         
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815Upgrade your subscription to see this strategy         
460ESG Level Factor Investing StrategyequitiesstocksVery complex strategy2002-2011103.25%   
829Upgrade your subscription to see this strategy         
614Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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