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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
232Quantpedia Premium (Buy Premium account to see this strategy)     
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%0%earnings announcement, equity long short, factor investing, financial statements effect, smart beta, stock picking
239Quantpedia Premium (Buy Premium account to see this strategy)     
245Quantpedia Premium (Buy Premium account to see this strategy)     
246Quantpedia Premium (Buy Premium account to see this strategy)     
265Quantpedia Premium (Buy Premium account to see this strategy)     
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.2%11.11%earnings announcement, factor investing, financial statements effect, smart beta, stock picking, trading earnings
274Quantpedia Premium (Buy Premium account to see this strategy)     
275Quantpedia Premium (Buy Premium account to see this strategy)     
277Quantpedia Premium (Buy Premium account to see this strategy)     
283Quantpedia Premium (Buy Premium account to see this strategy)     
289Quantpedia Premium (Buy Premium account to see this strategy)     
291Quantpedia Premium (Buy Premium account to see this strategy)     
296Quantpedia Premium (Buy Premium account to see this strategy)     
298Quantpedia Premium (Buy Premium account to see this strategy)     
307Reversal During Earnings-AnnouncementsDailyequities63.52%12.29%earnings announcement, equity long short, reversal, stock picking, trading earnings
312Quantpedia Premium (Buy Premium account to see this strategy)     
313Quantpedia Premium (Buy Premium account to see this strategy)     
315Quantpedia Premium (Buy Premium account to see this strategy)     
325Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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