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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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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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80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy18.36%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy8.86%Moderately Strongbeta factor, equity long short, factor investing, smart beta, stock picking
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We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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