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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%factor investing, financial statements effect, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterlyequities15%0%earnings announcement, equity long short, factor investing, financial statements effect, smart beta, stock picking
34Quantpedia Premium (Buy Premium account to see this strategy)     
36Net Payout Yield EffectYearlyequities22.13%0%factor investing, financial statements effect, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19%0%factor investing, financial statements effect, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, financial statements effect, smart beta, stock picking
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, financial statements effect, smart beta, stock picking
53Quantpedia Premium (Buy Premium account to see this strategy)     
62Quantpedia Premium (Buy Premium account to see this strategy)     
65Quantpedia Premium (Buy Premium account to see this strategy)     
68Quantpedia Premium (Buy Premium account to see this strategy)     
70Quantpedia Premium (Buy Premium account to see this strategy)     
98Quantpedia Premium (Buy Premium account to see this strategy)     
101Quantpedia Premium (Buy Premium account to see this strategy)     
106Quantpedia Premium (Buy Premium account to see this strategy)     
109Quantpedia Premium (Buy Premium account to see this strategy)     
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, financial statements effect, momentum, momentum in stocks, smart beta, stock picking
127Quantpedia Premium (Buy Premium account to see this strategy)     
130Quantpedia Premium (Buy Premium account to see this strategy)     
147Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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