Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34Upgrade your subscription to see this strategy     
69Upgrade your subscription to see this strategy     
70Upgrade your subscription to see this strategy     
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
94Upgrade your subscription to see this strategy     
95Upgrade your subscription to see this strategy     
106Upgrade your subscription to see this strategy     
153Upgrade your subscription to see this strategy     
190Upgrade your subscription to see this strategy     
201Upgrade your subscription to see this strategy     
233Upgrade your subscription to see this strategy     
238Reversal in Post-Earnings Announcement DriftDailyequities40.32% 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
274Upgrade your subscription to see this strategy     
275Upgrade your subscription to see this strategy     
307Reversal During Earnings-AnnouncementsDailyequities6.5%3.76%earnings announcement, equity long short, reversal, stock picking, trading earnings
330Upgrade your subscription to see this strategy     
332Upgrade your subscription to see this strategy     
333Upgrade your subscription to see this strategy     

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in

    GET NOW
    BLACK FRIDAY DEAL
    GET NOW
    BLACK FRIDAY DEAL