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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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, fundamental analysis, smart beta, stock picking
37Net Current Asset Value EffectYearlyequities31.19%0%factor investing, fundamental analysis, smart beta, stock picking, value
36Net Payout Yield EffectYearlyequities22.13%0%factor investing, fundamental analysis, smart beta, stock picking, value
35Quantpedia Premium (Buy Premium account to see this strategy)     
34Quantpedia Premium (Buy Premium account to see this strategy)     
33Post-Earnings Announcement EffectQuarterlyequities15%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%factor investing, fundamental analysis, smart beta, stock picking, value
25Size Factor – Small Capitalization Stocks PremiumYearlyequities12%32%small cap, stock picking
18Quantpedia Premium (Buy Premium account to see this strategy)     
13Short Term Reversal Effect in StocksWeeklyequities16.25%6.8%equity long short, factor investing, reversal, smart beta, stock picking
11Quantpedia Premium (Buy Premium account to see this strategy)     
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
445Quantpedia Premium (Buy Premium account to see this strategy)     
362Quantpedia Premium (Buy Premium account to see this strategy)     
279Quantpedia Premium (Buy Premium account to see this strategy)     
134Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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