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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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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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50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
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46Short Interest Effect – Long Only versionMonthlyequities26.8% factor investing, smart beta, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
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42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21% alternative data, stock picking
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
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38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
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    The Encyclopedia of Quantitative Trading Strategies

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