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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
253Quantpedia Premium (Buy Premium account to see this strategy)             
94Quantpedia Premium (Buy Premium account to see this strategy)             
222Quantpedia Premium (Buy Premium account to see this strategy)             
254Quantpedia Premium (Buy Premium account to see this strategy)             
286Quantpedia Premium (Buy Premium account to see this strategy)             
170Quantpedia Premium (Buy Premium account to see this strategy)             
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy1987-20041815%0%0%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking 
343Quantpedia Premium (Buy Premium account to see this strategy)             
226Quantpedia Premium (Buy Premium account to see this strategy)             
45Short Interest Effect – Long-Short VersionMonthly1000equitiesstocksComplex strategy1988-20051819.7%17.14%0%Moderately Strongequity long short, factor investing, smart beta, stock picking0.92
472Quantpedia Premium (Buy Premium account to see this strategy)             
46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy1988-20051826.8%0%0%Strongfactor investing, smart beta, stock picking 
464Quantpedia Premium (Buy Premium account to see this strategy)             
220Quantpedia Premium (Buy Premium account to see this strategy)             
71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%Strongasset class picking, factor investing, reversal, smart beta0.82
210Quantpedia Premium (Buy Premium account to see this strategy)             
243Quantpedia Premium (Buy Premium account to see this strategy)             
318Quantpedia Premium (Buy Premium account to see this strategy)             
73Quantpedia Premium (Buy Premium account to see this strategy)             
373Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 409 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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