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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
252Quantpedia Premium (Buy Premium account to see this strategy)     
251Quantpedia Premium (Buy Premium account to see this strategy)     
250Quantpedia Premium (Buy Premium account to see this strategy)     
249Quantpedia Premium (Buy Premium account to see this strategy)     
248Quantpedia Premium (Buy Premium account to see this strategy)     
247Quantpedia Premium (Buy Premium account to see this strategy)     
246Quantpedia Premium (Buy Premium account to see this strategy)     
245Quantpedia Premium (Buy Premium account to see this strategy)     
244Quantpedia Premium (Buy Premium account to see this strategy)     
243Quantpedia Premium (Buy Premium account to see this strategy)     
242Quantpedia Premium (Buy Premium account to see this strategy)     
241Quantpedia Premium (Buy Premium account to see this strategy)     
240Quantpedia Premium (Buy Premium account to see this strategy)     
239Quantpedia Premium (Buy Premium account to see this strategy)     
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%0%earnings announcement, equity long short, factor investing, financial statements effect, smart beta, stock picking
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
236Quantpedia Premium (Buy Premium account to see this strategy)     
235Quantpedia Premium (Buy Premium account to see this strategy)     
234Quantpedia Premium (Buy Premium account to see this strategy)     
233Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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