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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
194Quantpedia Premium (Buy Premium account to see this strategy)         
195Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36%0%0.61
201Quantpedia Premium (Buy Premium account to see this strategy)         
202Quantpedia Premium (Buy Premium account to see this strategy)         
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 FactorequitiesstocksComplex strategy1988-2012257.95%5.91%0%0.67
232Quantpedia Premium (Buy Premium account to see this strategy)         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%0%0% 
239Quantpedia Premium (Buy Premium account to see this strategy)         
245Quantpedia 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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