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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
366Upgrade your subscription to see this strategy         
499Upgrade your subscription to see this strategy         
505Upgrade your subscription to see this strategy         
884Upgrade your subscription to see this strategy         
445Upgrade your subscription to see this strategy         
859Upgrade your subscription to see this strategy         
509Upgrade your subscription to see this strategy         
255Upgrade your subscription to see this strategy         
597Upgrade your subscription to see this strategy         
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938Upgrade your subscription to see this strategy         
742Upgrade your subscription to see this strategy         
104Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
939Upgrade your subscription to see this strategy         
576Upgrade your subscription to see this strategy         
159Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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