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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
665Quantpedia Premium (Buy Premium account to see this strategy)     
666Quantpedia Premium (Buy Premium account to see this strategy)     
667Quantpedia Premium (Buy Premium account to see this strategy)     
668Quantpedia Premium (Buy Premium account to see this strategy)     
669Quantpedia Premium (Buy Premium account to see this strategy)     
670Quantpedia Premium (Buy Premium account to see this strategy)     
671Quantpedia Premium (Buy Premium account to see this strategy)     
672Quantpedia Premium (Buy Premium account to see this strategy)     
673Quantpedia Premium (Buy Premium account to see this strategy)     
674Quantpedia Premium (Buy Premium account to see this strategy)     
675Quantpedia Premium (Buy Premium account to see this strategy)     
676Quantpedia Premium (Buy Premium account to see this strategy)     
677Quantpedia Premium (Buy Premium account to see this strategy)     
678Quantpedia Premium (Buy Premium account to see this strategy)     
679Quantpedia Premium (Buy Premium account to see this strategy)     
680Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 82 Free and 762 Premium strategiesUpgrade to Premium to unlock Premium strategies

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