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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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522ESG, Price Momentum and Stochastic OptimizationMonthlyequities17.47%13.49%alternative data, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking
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537The Positive Similarity of Company Filings and Stock ReturnsMonthlyequities5.47%6.48%alternative data, equity long short, factor investing, fundamental analysis, machine learning, smart beta, stock picking
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We've found 73 Free, 50 Prime and 325 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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