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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
183Quantpedia Premium (Buy Premium account to see this strategy)             
386Quantpedia Premium (Buy Premium account to see this strategy)             
205Quantpedia Premium (Buy Premium account to see this strategy)             
365Quantpedia 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)             
314Quantpedia 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
350Quantpedia Premium (Buy Premium account to see this strategy)             
148Quantpedia Premium (Buy Premium account to see this strategy)             
223Quantpedia Premium (Buy Premium account to see this strategy)             
266Quantpedia Premium (Buy Premium account to see this strategy)             
96Crude Oil Predicts Equity ReturnsMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%Strongmarket timing0.81
429Quantpedia Premium (Buy Premium account to see this strategy)             
283Quantpedia Premium (Buy Premium account to see this strategy)             
70Quantpedia Premium (Buy Premium account to see this strategy)             
253Quantpedia Premium (Buy Premium account to see this strategy)             
138Quantpedia Premium (Buy Premium account to see this strategy)             
464Quantpedia 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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