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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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660Upgrade your subscription to see this strategy     
661Market Sentiment and an Overnight AnomalyDailyequities15.58%7.33%alternative data, machine learning, market timing, sentiment trading, trend-following
662How to Use Lexical Density of Company FilingsMonthlyequities8.16%10.4%alternative data, equity long short, machine learning
663R&D Expenditures and Stock ReturnsYearlyequities4.67%8.2%equity long short, smart beta, stock picking
664Return Asymmetry Effect in Commodity FuturesMonthlycommodities4.36%7.53%smart beta
665Upgrade your subscription to see this strategy     
667Upgrade your subscription to see this strategy     
668Upgrade your subscription to see this strategy     
669Upgrade your subscription to see this strategy     
671Upgrade your subscription to see this strategy     
672Upgrade your subscription to see this strategy     
673Upgrade your subscription to see this strategy     
675Upgrade your subscription to see this strategy     
676Upgrade your subscription to see this strategy     
677Upgrade your subscription to see this strategy     
679Upgrade your subscription to see this strategy     
682Upgrade your subscription to see this strategy     
683Upgrade your subscription to see this strategy     
686Upgrade your subscription to see this strategy     
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The Encyclopedia of Quantitative Trading Strategies

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