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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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271Earnings Announcements Combined with Stock RepurchasesDailyequities25.2%11.11%earnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
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281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
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290Consistent Momentum Strategy6 Monthsequities16.08%25.33%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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    The Encyclopedia of Quantitative Trading Strategies

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