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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
97Quantpedia Premium (Buy Premium account to see this strategy)     
95Quantpedia Premium (Buy Premium account to see this strategy)     
94Quantpedia Premium (Buy Premium account to see this strategy)     
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.5%beta factor, equity long short, factor investing, smart beta, stock picking
74Quantpedia Premium (Buy Premium account to see this strategy)     
70Quantpedia Premium (Buy Premium account to see this strategy)     
65Quantpedia Premium (Buy Premium account to see this strategy)     
62Quantpedia Premium (Buy Premium account to see this strategy)     
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, financial statements effect, smart beta, stock picking
49Quantpedia Premium (Buy Premium account to see this strategy)     
46Short Interest Effect – Long Only versionMonthlyequities26.8%0%factor investing, smart beta, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21%0%alternative data, stock picking
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, financial statements effect, smart beta, stock picking
37Net Current Asset Value EffectYearlyequities31.19%0%factor investing, financial statements effect, smart beta, stock picking, value
36Net Payout Yield EffectYearlyequities22.13%0%factor investing, financial statements effect, smart beta, stock picking, value
35Quantpedia Premium (Buy Premium account to see this strategy)     
34Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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