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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%0%0% 
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86%0%0.82
236Quantpedia Premium (Buy Premium account to see this strategy)         
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229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91%0%0.67
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220Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
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The Encyclopedia of Quantitative Trading Strategies

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