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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
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238Reversal in Post-Earnings Announcement DriftDailyequities40.32% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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We've found 43 Free, 44 Prime and 401 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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