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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
146Quantpedia Premium (Buy Premium account to see this strategy)             
397Quantpedia Premium (Buy Premium account to see this strategy)             
271Earnings Announcements Combined with Stock RepurchasesDaily100equitiesstocksModerately complex strategy1987-20132725.2%11.11%0%Strongearnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings2.27
262Quantpedia Premium (Buy Premium account to see this strategy)             
216Quantpedia Premium (Buy Premium account to see this strategy)             
405Quantpedia Premium (Buy Premium account to see this strategy)             
123Quantpedia Premium (Buy Premium account to see this strategy)             
205Quantpedia Premium (Buy Premium account to see this strategy)             
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy1926-2009848.86%11.5%0%Moderately Strongbeta factor, equity long short, factor investing, smart beta, stock picking0.42
300Quantpedia Premium (Buy Premium account to see this strategy)             
313Quantpedia Premium (Buy Premium account to see this strategy)             
409Quantpedia Premium (Buy Premium account to see this strategy)             
264Quantpedia Premium (Buy Premium account to see this strategy)             
432Quantpedia Premium (Buy Premium account to see this strategy)             
414Quantpedia Premium (Buy Premium account to see this strategy)             
118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094516.21%11.73%0%Strongfactor investing, momentum, smart beta1.04
73Quantpedia Premium (Buy Premium account to see this strategy)             
337Quantpedia Premium (Buy Premium account to see this strategy)             
267Quantpedia Premium (Buy Premium account to see this strategy)             
362Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 397 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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