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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
232Quantpedia Premium (Buy Premium account to see this strategy)     
234Quantpedia Premium (Buy Premium account to see this strategy)     
236Quantpedia Premium (Buy Premium account to see this strategy)     
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
239Quantpedia Premium (Buy Premium account to see this strategy)     
240Quantpedia Premium (Buy Premium account to see this strategy)     
243Quantpedia Premium (Buy Premium account to see this strategy)     
244Quantpedia Premium (Buy Premium account to see this strategy)     
245Quantpedia Premium (Buy Premium account to see this strategy)     
246Quantpedia Premium (Buy Premium account to see this strategy)     
247Quantpedia Premium (Buy Premium account to see this strategy)     
248Quantpedia Premium (Buy Premium account to see this strategy)     
249Quantpedia Premium (Buy Premium account to see this strategy)     
250Quantpedia Premium (Buy Premium account to see this strategy)     
251Quantpedia Premium (Buy Premium account to see this strategy)     
253Quantpedia Premium (Buy Premium account to see this strategy)     
258Quantpedia Premium (Buy Premium account to see this strategy)     
259Quantpedia Premium (Buy Premium account to see this strategy)     
260Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 42 Free and 243 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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