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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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)     
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234Quantpedia Premium (Buy Premium account to see this strategy)     
233Quantpedia Premium (Buy Premium account to see this strategy)     
232Quantpedia Premium (Buy Premium account to see this strategy)     
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229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, financial statements effect, smart beta, stock picking
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226Quantpedia Premium (Buy Premium account to see this strategy)     
225Quantpedia Premium (Buy Premium account to see this strategy)     
224Quantpedia Premium (Buy Premium account to see this strategy)     
223Quantpedia Premium (Buy Premium account to see this strategy)     
222Quantpedia Premium (Buy Premium account to see this strategy)     
221Quantpedia Premium (Buy Premium account to see this strategy)     
220Quantpedia Premium (Buy Premium account to see this strategy)     
219Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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