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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
13Short Term Reversal Effect in StocksWeeklyequities16.25%14.94%equity long short, factor investing, reversal, smart beta, stock picking
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25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21% alternative data, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
46Short Interest Effect – Long Only versionMonthlyequities26.8% factor investing, smart beta, stock picking
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52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, fundamental analysis, smart beta, stock picking
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77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
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