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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
196Quantpedia 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
201Quantpedia Premium (Buy Premium account to see this strategy)     
202Quantpedia Premium (Buy Premium account to see this strategy)     
203Quantpedia Premium (Buy Premium account to see this strategy)     
208Quantpedia Premium (Buy Premium account to see this strategy)     
209Quantpedia Premium (Buy Premium account to see this strategy)     
217Quantpedia Premium (Buy Premium account to see this strategy)     
218Quantpedia Premium (Buy Premium account to see this strategy)     
223Quantpedia Premium (Buy Premium account to see this strategy)     
224Quantpedia Premium (Buy Premium account to see this strategy)     
226Quantpedia Premium (Buy Premium account to see this strategy)     
228Quantpedia Premium (Buy Premium account to see this strategy)     
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
232Quantpedia 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
239Quantpedia 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)     
265Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 395 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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