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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
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237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
238Reversal in Post-Earnings Announcement DriftDailyequities40.32% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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    The Encyclopedia of Quantitative Trading Strategies

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