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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
33Post-Earnings Announcement EffectQuarterlyequities15%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34Quantpedia Premium (Buy Premium account to see this strategy)     
69Quantpedia Premium (Buy Premium account to see this strategy)     
70Quantpedia Premium (Buy Premium account to see this strategy)     
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
94Quantpedia Premium (Buy Premium account to see this strategy)     
95Quantpedia Premium (Buy Premium account to see this strategy)     
106Quantpedia Premium (Buy Premium account to see this strategy)     
153Quantpedia Premium (Buy Premium account to see this strategy)     
190Quantpedia Premium (Buy Premium account to see this strategy)     
201Quantpedia Premium (Buy Premium account to see this strategy)     
233Quantpedia Premium (Buy Premium account to see this strategy)     
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.2%11.11%earnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
274Quantpedia Premium (Buy Premium account to see this strategy)     
275Quantpedia Premium (Buy Premium account to see this strategy)     
307Reversal During Earnings-AnnouncementsDailyequities63.52%12.29%earnings announcement, equity long short, reversal, stock picking, trading earnings
330Quantpedia Premium (Buy Premium account to see this strategy)     
332Quantpedia Premium (Buy Premium account to see this strategy)     
333Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 5 Free and 19 Premium strategiesUpgrade to unlock Premium

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