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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
613Quantpedia Premium (Buy Premium account to see this strategy)     
10Quantpedia Premium (Buy Premium account to see this strategy)     
134Quantpedia Premium (Buy Premium account to see this strategy)     
279Quantpedia Premium (Buy Premium account to see this strategy)     
362Quantpedia Premium (Buy Premium account to see this strategy)     
445Quantpedia Premium (Buy Premium account to see this strategy)     
7Low Volatility Factor Effect in StocksMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
11Quantpedia Premium (Buy Premium account to see this strategy)     
13Short Term Reversal Effect in StocksWeeklyequities16.25%14.94%equity long short, factor investing, reversal, smart beta, stock picking
18Quantpedia Premium (Buy Premium account to see this strategy)     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34Quantpedia Premium (Buy Premium account to see this strategy)     
35Quantpedia Premium (Buy Premium account to see this strategy)     
36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21% alternative data, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
We've found 75 Free and 569 Premium strategiesUpgrade to Premium to unlock Premium strategies

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