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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
301Quantpedia Premium (Buy Premium account to see this strategy)             
302Quantpedia Premium (Buy Premium account to see this strategy)             
303Quantpedia Premium (Buy Premium account to see this strategy)             
304Quantpedia Premium (Buy Premium account to see this strategy)             
305Quantpedia Premium (Buy Premium account to see this strategy)             
306Quantpedia Premium (Buy Premium account to see this strategy)             
307Reversal During Earnings-AnnouncementsDaily1000equitiesstocksComplex strategy1996-20111663.52%12.29%0%Strongearnings announcement, equity long short, reversal, stock picking, trading earnings4.84
308Quantpedia Premium (Buy Premium account to see this strategy)             
309Quantpedia Premium (Buy Premium account to see this strategy)             
310Quantpedia Premium (Buy Premium account to see this strategy)             
311Quantpedia Premium (Buy Premium account to see this strategy)             
312Quantpedia Premium (Buy Premium account to see this strategy)             
313Quantpedia Premium (Buy Premium account to see this strategy)             
314Quantpedia Premium (Buy Premium account to see this strategy)             
315Quantpedia Premium (Buy Premium account to see this strategy)             
316Quantpedia Premium (Buy Premium account to see this strategy)             
317Quantpedia Premium (Buy Premium account to see this strategy)             
318Quantpedia Premium (Buy Premium account to see this strategy)             
319Quantpedia Premium (Buy Premium account to see this strategy)             
320Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 390 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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