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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32% equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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198Exploiting Term Structure of VIX FuturesDailyequities19.67% volatility effect, volatility premium
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238Reversal in Post-Earnings Announcement DriftDailyequities40.32% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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