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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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
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    The Encyclopedia of Quantitative Trading Strategies

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