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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy40.32%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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271Earnings Announcements Combined with Stock RepurchasesDaily100equitiesstocksModerately complex strategy25.2%Strongearnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
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We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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