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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%equity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking, value
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25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
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We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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