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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy8.86%Moderately Strongbeta factor, equity long short, factor investing, smart beta, stock picking
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46Short Interest Effect – Long Only versionMonthly230equitiesstocksComplex strategy26.8%Strongfactor investing, smart beta, stock picking
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Weakaccruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
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33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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26Value (Book-to-Market) FactorMonthly1000equitiesstocksComplex strategy3.6%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
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