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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
203Quantpedia Premium (Buy Premium account to see this strategy)             
208Quantpedia Premium (Buy Premium account to see this strategy)             
209Quantpedia Premium (Buy Premium account to see this strategy)             
217Quantpedia Premium (Buy Premium account to see this strategy)             
218Quantpedia Premium (Buy Premium account to see this strategy)             
223Quantpedia Premium (Buy Premium account to see this strategy)             
224Quantpedia Premium (Buy Premium account to see this strategy)             
226Quantpedia Premium (Buy Premium account to see this strategy)             
228Quantpedia Premium (Buy Premium account to see this strategy)             
229Earnings Quality FactorYearly1000equitiesstocksComplex strategy1988-2012257.95%5.91%0%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking0.67
232Quantpedia Premium (Buy Premium account to see this strategy)             
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy1996-20101540.32%0%0%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, 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 RepurchasesDaily100equitiesstocksModerately complex strategy1987-20132725.2%11.11%0%Strongearnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings2.27
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)             
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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