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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
62Quantpedia Premium (Buy Premium account to see this strategy)     
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, fundamental analysis, smart beta, stock picking
39Quantpedia Premium (Buy Premium account to see this strategy)     
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
37Net Current Asset Value EffectYearlyequities31.19%0%factor investing, fundamental analysis, smart beta, stock picking, value
36Net Payout Yield EffectYearlyequities22.13%0%factor investing, fundamental analysis, smart beta, stock picking, value
35Quantpedia Premium (Buy Premium account to see this strategy)     
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%factor investing, fundamental analysis, smart beta, stock picking, value
25Size Factor – Small Capitalization Stocks PremiumYearlyequities12%32%small cap, stock picking
18Quantpedia Premium (Buy Premium account to see this strategy)     
17Quantpedia Premium (Buy Premium account to see this strategy)     
10Quantpedia Premium (Buy Premium account to see this strategy)     
446Quantpedia Premium (Buy Premium account to see this strategy)     
432Quantpedia Premium (Buy Premium account to see this strategy)     
411Quantpedia Premium (Buy Premium account to see this strategy)     
340Quantpedia Premium (Buy Premium account to see this strategy)     
290Consistent Momentum Strategy6 Monthsequities16.08%25.33%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
253Quantpedia Premium (Buy Premium account to see this strategy)     
194Quantpedia Premium (Buy Premium account to see this strategy)     
149Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 392 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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