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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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229Earnings Quality FactorYearly1000equitiesstocksComplex strategy7.95%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking
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237Dispersion TradingMonthly21equitiesoptionsVery complex strategy15.39%Strongfactor investing, smart beta, volatility effect, volatility premium
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy40.32%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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