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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91% 0.67
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237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
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We've found 82 Free, 114 Prime and 886 Premium strategies.Upgrade subscription to unlock more
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The Encyclopedia of Quantitative Trading Strategies

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