Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
227Upgrade your subscription to see this strategy     
228Upgrade your subscription to see this strategy     
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
231Upgrade your subscription to see this strategy     
232Upgrade your subscription to see this strategy     
233Upgrade your subscription to see this strategy     
234Upgrade your subscription to see this strategy     
236Upgrade your subscription to see this strategy     
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
238Reversal in Post-Earnings Announcement DriftDailyequities40.32% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
239Upgrade your subscription to see this strategy     
240Upgrade your subscription to see this strategy     
241Upgrade your subscription to see this strategy     
242Upgrade your subscription to see this strategy     
243Upgrade your subscription to see this strategy     
244Upgrade your subscription to see this strategy     
245Upgrade your subscription to see this strategy     
246Upgrade your subscription to see this strategy     
247Upgrade your subscription to see this strategy     
248Upgrade your subscription to see this strategy     

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in