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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
351Quantpedia Premium (Buy Premium account to see this strategy)     
452Quantpedia Premium (Buy Premium account to see this strategy)     
156Quantpedia 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
16Reversal Effect in International Equity ETFs3 Yearsequities6.4%0%country picking, factor investing, reversal, rotational system, smart beta
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
324Quantpedia Premium (Buy Premium account to see this strategy)     
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, fundamental analysis, smart beta, stock picking
49Quantpedia Premium (Buy Premium account to see this strategy)     
395Quantpedia Premium (Buy Premium account to see this strategy)     
235Quantpedia Premium (Buy Premium account to see this strategy)     
212Quantpedia Premium (Buy Premium account to see this strategy)     
295Quantpedia Premium (Buy Premium account to see this strategy)     
142Quantpedia Premium (Buy Premium account to see this strategy)     
86Quantpedia Premium (Buy Premium account to see this strategy)     
304Quantpedia Premium (Buy Premium account to see this strategy)     
294Quantpedia Premium (Buy Premium account to see this strategy)     
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
10Quantpedia Premium (Buy Premium account to see this strategy)     
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