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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
315Quantpedia Premium (Buy Premium account to see this strategy)         
314Quantpedia Premium (Buy Premium account to see this strategy)         
313Quantpedia Premium (Buy Premium account to see this strategy)         
312Quantpedia Premium (Buy Premium account to see this strategy)         
311Quantpedia Premium (Buy Premium account to see this strategy)         
310Quantpedia Premium (Buy Premium account to see this strategy)         
309Quantpedia Premium (Buy Premium account to see this strategy)         
308Quantpedia Premium (Buy Premium account to see this strategy)         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-20111663.52%12.29%0%4.84
306Quantpedia Premium (Buy Premium account to see this strategy)         
305Quantpedia Premium (Buy Premium account to see this strategy)         
304Quantpedia Premium (Buy Premium account to see this strategy)         
303Quantpedia Premium (Buy Premium account to see this strategy)         
302Quantpedia Premium (Buy Premium account to see this strategy)         
301Quantpedia Premium (Buy Premium account to see this strategy)         
300Quantpedia Premium (Buy Premium account to see this strategy)         
299Quantpedia Premium (Buy Premium account to see this strategy)         
298Quantpedia Premium (Buy Premium account to see this strategy)         
297Quantpedia 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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