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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
81Quantpedia Premium (Buy Premium account to see this strategy)             
300Quantpedia Premium (Buy Premium account to see this strategy)             
124Quantpedia Premium (Buy Premium account to see this strategy)             
56Quantpedia Premium (Buy Premium account to see this strategy)             
97Quantpedia 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
306Quantpedia Premium (Buy Premium account to see this strategy)             
94Quantpedia Premium (Buy Premium account to see this strategy)             
246Quantpedia Premium (Buy Premium account to see this strategy)             
241Quantpedia Premium (Buy Premium account to see this strategy)             
201Quantpedia Premium (Buy Premium account to see this strategy)             
190Quantpedia Premium (Buy Premium account to see this strategy)             
49Quantpedia Premium (Buy Premium account to see this strategy)             
513Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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