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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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)         
246Quantpedia Premium (Buy Premium account to see this strategy)         
265Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
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)         
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)         
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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