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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
17Quantpedia Premium (Buy Premium account to see this strategy)     
18Quantpedia Premium (Buy Premium account to see this strategy)     
19Quantpedia Premium (Buy Premium account to see this strategy)     
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
24Quantpedia Premium (Buy Premium account to see this strategy)     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities12%32%small cap, stock picking
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%factor investing, fundamental analysis, smart beta, stock picking, value
27Quantpedia Premium (Buy Premium account to see this strategy)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
29Quantpedia Premium (Buy Premium account to see this strategy)     
30Quantpedia Premium (Buy Premium account to see this strategy)     
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8%0%market timing, seasonality
32Quantpedia 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
34Quantpedia Premium (Buy Premium account to see this strategy)     
35Quantpedia Premium (Buy Premium account to see this strategy)     
36Net Payout Yield EffectYearlyequities22.13%0%factor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19%0%factor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
39Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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