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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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)     
40Quantpedia Premium (Buy Premium account to see this strategy)     
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21%0%alternative data, stock picking
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
46Short Interest Effect – Long Only versionMonthlyequities26.8%0%factor investing, smart beta, stock picking
49Quantpedia Premium (Buy Premium account to see this strategy)     
50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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