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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, financial statements effect, smart beta, stock picking
196Quantpedia Premium (Buy Premium account to see this strategy)     
195Quantpedia Premium (Buy Premium account to see this strategy)     
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191Quantpedia Premium (Buy Premium account to see this strategy)     
190Quantpedia Premium (Buy Premium account to see this strategy)     
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158Quantpedia Premium (Buy Premium account to see this strategy)     
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154Quantpedia Premium (Buy Premium account to see this strategy)     
153Quantpedia Premium (Buy Premium account to see this strategy)     
151Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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