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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
23Quantpedia Premium (Buy Premium account to see this strategy)     
25Small Capitalization Stocks Premium AnomalyYearlyequities12%32%small cap, stock picking
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%factor investing, financial statements effect, smart beta, stock picking, value
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.8%0%market timing, seasonality
32Quantpedia 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
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
43Quantpedia Premium (Buy Premium account to see this strategy)     
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
47Quantpedia Premium (Buy Premium account to see this strategy)     
48Quantpedia Premium (Buy Premium account to see this strategy)     
51Quantpedia Premium (Buy Premium account to see this strategy)     
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)     
54Quantpedia Premium (Buy Premium account to see this strategy)     
55Pairs Trading with Country ETFsDailyequities20.6%10%arbitrage, equity long short, pairs trading
57Quantpedia Premium (Buy Premium account to see this strategy)     
58Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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