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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
920Upgrade your subscription to see this strategy         
622Upgrade your subscription to see this strategy         
388Upgrade 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         
658Upgrade your subscription to see this strategy         
522ESG, Price Momentum and Stochastic OptimizationequitiesstocksVery complex strategy2010-2019917.47%13.49%18%1.29
572Upgrade your subscription to see this strategy         
139Upgrade your subscription to see this strategy         
810Upgrade your subscription to see this strategy         
58Upgrade your subscription to see this strategy         
194Upgrade your subscription to see this strategy         
483Upgrade your subscription to see this strategy         
256Upgrade your subscription to see this strategy         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
398Upgrade your subscription to see this strategy         
929Upgrade your subscription to see this strategy         
123Upgrade your subscription to see this strategy         
372Upgrade your subscription to see this strategy         
790Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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