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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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522ESG, Price Momentum and Stochastic OptimizationMonthly691equitiesstocksVery complex strategy17.47%Strongalternative data, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking
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537The Positive Similarity of Company Filings and Stock ReturnsMonthly637equitiesstocksModerately complex strategy5.47%Strongalternative data, equity long short, factor investing, fundamental analysis, machine learning, smart beta, stock picking
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The Encyclopedia of Quantitative Trading Strategies

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