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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
276Quantpedia Premium (Buy Premium account to see this strategy)             
106Quantpedia Premium (Buy Premium account to see this strategy)             
182Quantpedia Premium (Buy Premium account to see this strategy)             
246Quantpedia Premium (Buy Premium account to see this strategy)             
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy1996-20091420.6%10%0%Strongarbitrage, equity long short, pairs trading1.66
247Quantpedia 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 
366Quantpedia Premium (Buy Premium account to see this strategy)             
57Quantpedia Premium (Buy Premium account to see this strategy)             
186Quantpedia Premium (Buy Premium account to see this strategy)             
284Quantpedia Premium (Buy Premium account to see this strategy)             
445Quantpedia Premium (Buy Premium account to see this strategy)             
104Quantpedia Premium (Buy Premium account to see this strategy)             
275Quantpedia Premium (Buy Premium account to see this strategy)             
137Quantpedia Premium (Buy Premium account to see this strategy)             
233Quantpedia Premium (Buy Premium account to see this strategy)             
159Quantpedia Premium (Buy Premium account to see this strategy)             
255Quantpedia Premium (Buy Premium account to see this strategy)             
42Alpha Cloning – Following 13F FillingsQuarterly100equitiesstocksModerately complex strategy1991-20051520.21%0%0%Strongalternative data, stock picking 
299Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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