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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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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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200Upgrade your subscription to see this strategy     
372Upgrade your subscription to see this strategy     
412Upgrade your subscription to see this strategy     
498Upgrade your subscription to see this strategy     
631Upgrade your subscription to see this strategy     
667Upgrade your subscription to see this strategy     
833Upgrade your subscription to see this strategy     
877Upgrade your subscription to see this strategy     
939Upgrade your subscription to see this strategy     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
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511Upgrade your subscription to see this strategy     
577Upgrade your subscription to see this strategy     
610Upgrade your subscription to see this strategy     
642Upgrade your subscription to see this strategy     
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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