Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Weakaccruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy26.8%Strongfactor investing, smart beta, stock picking
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77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy8.86%Moderately Strongbeta factor, equity long short, factor investing, smart beta, stock picking
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy18.36%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking
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8852-Weeks High Effect in StocksMonthly1000equitiesstocksComplex strategy11.75%Moderately Strongequity long short, factor investing, smart beta, stock picking
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