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SEQ ID	STRATEGY NAME	ASSET CLASS	MARKET	REGION	TRADING FREQUENCY	KEYWORD	ANNULIASED RETURN	VOLATILITY
1	Yield Gap Regression Timing Strategy Using FED Model Signals Monthly	ETFs, Funds, Futures	Bond, Equity	Global	Monthly	FED Model	11.70%	22.10%
2	Global Equity Rotation Strategy Based on Seasonal Market Timing	CFDs, ETFs, Funds, Futures	Equity	Global	Semi-annually	Market Seasonality	8.80%	N/A
3	Post-Earnings Reversal Strategy on Optionable US Stocks with Two-Day Holding	Stocks	Equity	United States	Daily	PEAD	40.30%	N/A
4	Global 5-Asset Trend-Following Strategy Using 10-Month SMA Filter	CFDs, ETFs, funds, futures	bonds, commodities, equities, REITs	Global	Monthly	Trend-following	11.30%	6.90%
5	UK Deep Value NCAV Strategy with Annual July Rebalancing	Stocks	Equity	Europe	Yearly	NCAV, MV	31.20%	N/A
6	Top 3 Sector Momentum Rotation Strategy with Monthly Rebalancing	ETFs, funds, stocks	Equity	United States	Monthly	Momentum	13.90%	18.40%
7	Carry Trade Strategy: Long Highest-Rate Currencies, Short Lowest-Rate	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Carry Trade	7.30%	9.60%
8	Low Volatility Large-Cap Stock Strategy with Monthly Decile Ranking	stocks	Equity	Global	Monthly	Volatility	11.30%	10.10%
9	Global Currency Momentum Strategy with Long Top 3 and Short Bottom 3 Positions	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Momentum	7.60%	10.20%
10	Global Currency Value Strategy Using OECD PPP Adjusted by CPI and Exchange Rates	CFDs, forwards, futures, swaps	Currency	Global	Quarterly	Value Factor	7.80%	9.30%
11	US Equities Pairs Trading Strategy with Six-Month Mean Reversion Holding	stocks	Equity	United States	Daily	Pairs Trading	11.20%	5.90%
12	Top 100 Market Cap Weekly Reversal Strategy	stocks	Equity	Global	Weekly	Reversal	16.30%	14.90%
13	US Momentum Strategy Using 12-Month Returns Excluding Most Recent Month	stocks	Equity	United States	Monthly	Momentum	8.30%	16.60%
14	Country ETF Momentum Strategy Selecting Top 5 with 10-12 Month Momentum	ETFs, funds	Equity	United States	Monthly	Momentum	17.70%	N/A
15	Country ETF Long-Short Reversal Strategy Based on 36-Month Returns with Triennial Rebalance	ETFs, funds	Equity	United States	Every 3 Years	Reversal	6.40%	N/A
16	Monthly Index Straddle Selling with Out-of-the-Money Put Crash Protection	futures, options, swaps	Equity	Global	Monthly	Volatility	26.00%	19.00%
17	Commodity Futures Momentum Strategy	CFDs, futures	Commodity	Global	Monthly	Momentum	14.60%	25.60%
18	Commodity Futures Roll-Return Strategy	futures	Equity	Global	Monthly	Term Structure	11.70%	23.80%
19	US Equity Size Factor Strategy	stocks	Equity	United States	Yearly	Size Factor	6.10%	25.60%
20	US Equity Value Factor Strategy: Monthly Long High and Short Low Book-to-Price Stocks	stocks	Equity	United States	Monthly	Value Factor	3.60%	12.00%
21	Top 3 ETF Momentum Strategy Selecting from SPY, EFA, BND, VNQ, GSG	CFDs, ETFs, funds, futures	bonds, commodities, equities, REITs	Global	Monthly	Momentum	11.50%	11.00%
22	Multi-Asset Momentum and Valuation Strategy Using Adjusted Yield Rankings	bonds, equities, REITs	ETFs, funds, futures	Global	Monthly	Value, Momentum	11.90%	10.00%
23	Seasonal Global Equity Rotation Strategy with Hemispheric and Sector Timing	CFDs, ETFs, funds, futures	Equity	Global	Semi-annually	Seasonality	8.80%	N/A
24	Earnings Surprise Strategy Using EAR and SUE with Quarterly Rebalancing	stocks	Equity	United States	Semi-annually	Quarterly	15.00%	N/A
25	Net Payout Yield Strategy	stocks	Equity	United States	Yearly	NPY	22.13%	N/A
26	Net Current Asset Value Effect	stocks	Equity	Europe	Yearly	CAV	31.19%	N/A
27	Balance Sheet Accruals Strategy	stocks	Equity	United States	Yearly	Accrual	7.50%	10.26%
28	SPY Turn-of-the-Month Strategy	CFDs, ETFs, funds, futures, options	Equity	United States	Daily	Calendar	7.20%	6.90%
29	Consensus Best Ideas Strategy Using 13F Filings from Active Mutual Fund Managers	CFDs, ETFs, funds, futures	Equity	Global	Semi-annually	Seasonality	20.21%	N/A
30	Weekly US Futures Reversal Strategy Based on Volume, Open Interest, and Past Returns	CFDs, futures	bonds, commodities, currencies, equities	United States	Weekly	Reversal	29.64%	31.40%
31	Short Interest Strategy	ETFs, stocks	Equity	United States	Monthly	Short Interest	26.80%	N/A
32	Asset Growth Anomaly Strategy	stocks	Equity	United States	Yearly	Asset Growth	20.84%	14.07%
33	International ETF Pairs Trading Strategy	ETFs	Equity	Global	Daily	Pairs	20.60%	10%
34	Industry Alpha Bubble Strategy: Monthly Long Allocation to Statistically Significant Outperforming Sectors	ETFs, funds	Equity	Global	Monthly	Momentum	18%	N/A
35	Short Interest Long-Short Strategy	stocks	Equity	United States	Monthly	Short Interest	19.70%	17.14%
36	FOMC Event-Based Stock Timing Strategy	CFDs, ETFs, funds, futures	Equity	Global	Daily	FED	6.19%	N/A
37	Betting-Against-Beta Strategy	stocks	Equity	United States	Monthly	Beta	8.86%	11.50%
38	Global Country ETF Betting-Against-Beta Strategy	ETFs, futures	Equity	Global	Monthly	Beta	6.80%	13.08%
39	Earnings Announcement Volume Concentration Strategy	stocks	Equity	United States	Monthly	Earnings	18.36%	16.12%
40	US Pre-Holiday Equity Exposure Strategy	CFDs, ETFs, funds, futures	Equity	United States	Daily	Calendar	6.39%	N/A
41	Momentum Strategy for No-Load US Equity Mutual Funds	funds	Equity	United States	Quarterly	Momentum	19%	19.50%
42	Industry Momentum Strategy: Monthly Long Stocks in Top Industries by Price-to-52-Week High, Short Bottom Industries	stocks	Equity	United States	Monthly	Technical	11.75%	11%
43	Equity Style Momentum: Long Best, Short Worst Russell Style ETFs	ETFs	Equity	United States	Monthly	Momentum	9.25%	16.01%
44	Oil-Driven Equity Allocation via Monthly Regression	CFDs, ETFs, funds, futures	Equity	Global	Monthly	Commodity	11.90%	9.80%
45	WTI-Brent Spread Reversion via 20-Day SMA	futures	Commodity	Global	Daily	WTI, BRENT	9.92%	11.27%
46	S&P 100 Long Strategy During Option Expiry Week	CFDs, ETFs, futures, stocks	Equity	United States	Weekly	Option, Expiration	9.30%	8.70%
47	UEFA Match Day Short Soccer Stock Strategy	stocks	Equity	Europe	Daily	Soccer	42%	50%
48	January Return-Based Equity Timing Strategy	CFDs, ETFs, funds, futures	Equity	Global	Monthly	January, Calendar	10.38%	16.80%
49	January Small-Cap Entry, Large-Cap Hold Strategy	CFDs, ETFs, funds, futures	Equity	Global	Monthly	January, Calendar	12.70%	N/A
50	Multi-Asset Momentum Strategy with Volatility-Adjusted Positioning	CFDs, futures	bonds, commodities, currencies, equities	Global	Monthly	Momentum, Time Series	20.70%	15.74%
51	Momentum and Asset Growth Long-Short Strategy with January Exclusion	stocks	Equity	United States	Monthly	Momentum, Growth	16.77%	13.84%
52	Top 30% Market Cap Stocks Momentum Long-Short Strategy	stocks	Equity	United States	Monthly	Calendar, Cycle, Cross-Section	8.60%	12.20%
53	Developed Markets Currency Carry Trade Using Forward Discount	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Carry Trade	5.60%	8.53%
54	Size and Investment Intersection Strategy	stocks	Equity	United States	Yearly	Investment	3.54%	N/A
55	Residual Alpha Momentum Strategy on Large-Cap US Stocks	stocks	Equity	United States	Monthly	Momentum	9.18%	15.27%
56	Ramadan Equity Rotation Strategy in Muslim-Majority Markets	ETFs, funds	Equity	Emerging Markets	Monthly	Ramadan	6.70%	N/A
57	All-Time High Breakout with ATR Trailing Stop	stocks	Equity	Global	Daily	Trend-following	19.30%	15.60%
58	Lagged Momentum Rotation Strategy in US REITs	REITs	Equity	United States	Monthly	Momentum, REIT	9.51%	N/A
59	High-Volatility Momentum-Reversal Strategy in Large-Cap Stocks	stocks	Equity	United States	Monthly	Momentum, Reversal, Volatility	16.46%	19.22%
60	UK Top-10 Momentum Long-Short Equity Strategy	stocks	Equity	Global	Yearly	Momentum, Size	32%	N/A
61	Contango-Backwardation VIX Futures Hedge Strategy	futures	Equity	United States	Daily	VIX, Term Structure	19.67%	N/A
62	ROA Decile Spread Strategy by Market Cap	stocks	Equity	United States	Monthly	ROA	12.15%	13.36%
63	Global Low-CAPE Value Strategy with Annual Rebalance	ETFs	Equity	Global	Yearly	Value, CAPE	14.70%	26.10%
64	Quality Factor Long-Short Portfolio by Market Cap	stocks	Equity	United States	Yearly	Earnings Quality	7.95%	5.91%
65	Earnings Disagreement Put Spread Strategy on S&P 100 Options	options	Equity	United States	Monthly	Dispersion	15.39%	13.86%
66	Reversal in Post-Earnings Announcement Drift	stocks	Equity	United States	Daily	Reversal, PEAD	40.32%	N/A
67	Pre-Earnings Buyback Announcement Momentum Strategy	stocks	Equity	United States	Daily	Earnings, Repurchase	25.20%	11.11%
68	Commodity Futures Skewness-Based Long-Short Monthly Strategy	CFDs, futures	Commodity	Global	Monthly	Skewness	8.01%	10.30%
69	Consistent Momentum Long-Short Portfolio with Six-Month Hold	stocks	Equity	United States	Semi-annually	Momentum	16.08%	25.33%
70	Earnings Announcement Size-Sorted Short-Term Reversal Strategy	stocks	Equity	United States	Daily	Reversal, Earnings	6.50%	3.76%
71	FSCORE-Enhanced Short-Term Reversal Strategy on Large-Cap Stocks	stocks	Equity	United States	Monthly	F-score, Reversal	12.01%	20.61%
72	Mid-Month Payday S&P500 Strategy	CFDs, ETFs, futures	Equity	United States	Daily	Payday	2.57%	4.31%
73	ESG Factor Long-Short North America Strategy	stocks	Equity	United States	Yearly	ESG	3.25%	N/A
74	ESG Factor Momentum Strategy	stocks	Equity	Global	Monthly	Momentum, ESG	2.23%	2.50%
75	The Positive Similarity of Company Filings and Stock Returns	stocks	Equity	United States	Monthly	Company Filing	5.74%	6.48%
76	Combining Smart Factors Momentum and Market Portfolio	ETFs, stocks	Equity	Global	Monthly	Momentum, Market	11.91%	10.46%
77	Market Sentiment and an Overnight Anomaly	ETFs	Equity	United States	Daily	Sentiment, Overnight	15.58%	7.33%
78	How to Use Lexical Density of Company Filings	stocks	Equity	United States	Monthly	Lexicalization, Company Filing	8.16%	10.40%
79	R&D Expenditures and Stock Returns	stocks	Equity	United States	Yearly	R&D	4.67%	8.20%
80	Return Asymmetry Effect in Commodity Futures	futures	Commodity	Global	Monthly	Returns	4.36%	7.53%
81	Rebalancing Premium in Cryptocurrencies	cryptos	Crypto	Global	Daily	Rebalance	7.65%	2.62%
82	Synthetic Lending Rates Predict Subsequent Market Return	ETFs	Equity	United States	Daily	Lending Rate	15.47%	19.52%
83	Overnight Seasonality in Bitcoin	cryptos	Crypto	Global	Daily	Overnight, Seasonality	33%	20.93%
84	Implied Asset Volatility Factor	stocks	Equity	United States	Monthly	Implied Asset, Volatility Factor	5.91%	4.86%
85	Employee Satisfaction Factor	stocks	Equity	United States	Yearly	Employee, Satisfaction	16.07%	17.49%
86	Quarterly Investment Spikes Predict Stock Returns	stocks	Equity	United States	Monthly	Quarterly, Investment Spikes, Stock Returns	3.91%	7.91%
87	Carry in Corporate Bonds	bonds	Bond	United States	Monthly	Corporate Bonds	3%	4.29%
88	Size Factor in Corporate Bonds	bonds	Bond	United States	Monthly	Size Factor, Corporate Bonds	0.50%	1.67%
89	Fair Spread Value Factor in Corporate Bonds	bonds	Bond	United States	Monthly	Corporate Bonds	2.10%	2.10%
90	Multifactor Corporate Bond Strategy	bonds	Bond	United States	Monthly	Multifactor, Corporate Bond	2.80%	1.87%
91	Liquidity Volatility in Stocks	stocks	Equity	Global	Monthly	Liquidity, Volatility, Stocks	3.86%	3.72%
92	Stock and Bond Returns Predict Currency Returns	CFDs, forwards, futures	Currency	Global	Monthly	Stock, Bond, Currency	8.47%	3.88%
93	Expected Options Return Predictability Using Machine Learning	options	Equity	United States	Monthly	Expected Options Return, Predictability, Machine Learning	31.52%	15.29%
94	Rebalancing Premium in Cryptocurrencies	cryptos	Crypto	Global	Daily	Rebalancing, Premium, Cryptocurrencies	7.65%	2.62%
95	Not-sold Insider Holdings Effect	stocks	Equity	United States	Monthly	Holdings Effect	5.41%	10.55%
96	Machine Learning in News Articles Predicts Stock Returns	stocks	Equity	United States	Daily	Machine Learning, Stock Returns	9%	7.26%
97	Debt-Equity Spread in Equities	stocks	Equity	United States	Monthly	Debt, Equity	5.39%	10%
98	Debt-Equity Spread in Bonds	bonds	Bond	United States	Monthly	Debt-Equity, Bonds	5.38%	5.69%
99	Using Machine Learning to Identify Mispricing in European Stock Markets	stocks	Equity	Europe	Monthly	Machine Learning, Mispricing, European, Stock Markets	7.44%	10.61%
100	Benchmarks Portfolios with Decreasing Carbon Footprints	stocks	Equity	Global	Yearly	Benchmarks Portfolios, Carbon Footprints	8.20%	16.50%
101	Anti-Matthew Effect	stocks	Equity	United States	Yearly	Anti-Matthew Effect	10.80%	21.29%
102	Short-selling Factor in Corporate Bonds	bonds	Bond	United States	Monthly	Short-selling Factor, Corporate Bonds	7.50%	7.50%
103	Quantile Curves and the VRP	options, stocks	Equity	United States	Monthly	Quantile Curves, VRP	32.92%	10.39%
104	Extrapolation in China	stocks	Equity	China	Weekly	Extrapolation, China	43.72%	17.37%
105	Sentiment Beta in China	stocks	Equity	China	Monthly	Beta, China	5.79%	11.35%
106	Synthetic Lending Rates Predict Subsequent Market Return	ETFs	Equity	United States	Daily	Synthetic Lending Rates, Market Return	15.47%	19.52%
107	Illiquidity Factor in China	stocks	Equity	China	Monthly	Illiquidity Factor, China	115.32%	33.93%
108	Investment Effect in China	stocks	Equity	China	Semi-annually	Investment Effect, China	10.95%	9.38%
109	Accruals Seasonality	stocks	Equity	United States	Monthly	Accruals, Seasonality	7.28%	8.26%
110	Predicting the Delta-Hedged Option Returns Using LASSO	options, stocks	Equity	United States	Monthly	Delta-Hedged Option, LASSO	27.45%	6.34%
111	Geopolitical Risk and Commodities	futures	Commodity	Global	Monthly	Geopolitical Risk, Commodities	8.21%	8.62%
112	Cross-sectional Momentum in Large Cryptos	cryptos	Crypto	Global	Weekly	Momentum, Cryptos	144.06%	22.13%
113	Reversal in Small Cryptos	cryptos	Crypto	Global	Weekly	Reversal, Cryptos	187.20%	72.69%
114	Growth of Addresses with Balance Factor in Cryptos	cryptos	Crypto	N/A	Weekly	Growth, Balance Factor, Cryptos	66.86%	17.08%
115	Price-based Value in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Price-based Value, Cryptocurrencies	168.60%	25.64%
116	The Realized Jumps Predict Cryptocurrency Returns	cryptos	Crypto	Global	Daily	Realized Jumps, Cryptocurrency	54.81%	12.36%
117	Stocks of Underperforming Funds and Idiosyncratic Volatility	stocks	Equity	United States	Monthly	Underperforming Funds, Volatility	20.27%	19.14%
118	Implied Volatility Effect in Corporate Bonds	bonds	Bond	United States	Monthly	Implied Volatility, Corporate Bonds	7.44%	7.70%
119	Technical Indicators Predict Cross-Sectional Expected Stock Returns	stocks	Equity	United States	Monthly	Technical Indicators, Stock Returns	41.91%	11.78%
120	VIX Put-Call Volume Ratio	futures	Equity	United States	Daily	VIX, Put-Call, Volume Ratio	50.02%	43.80%
121	Payroll News Timing in FX	ETFs, futures	currencies, equities	Global	Intraday	Payroll, Timing	7.50%	10%
122	Reversal Effect in India	stocks	Equity	India	Monthly	Reversal Effect, India	47.74%	36.21%
123	Volatility Decomposition and Mutual Fund Returns	funds	Equity	United States	Monthly	Volatility Decomposition, Mutual Fund	14.52%	32.33%
124	Stock Trading Rule that Produces Higher Returns with Lower Risk	bonds, ETFs, funds	bonds, equities	United States	Monthly	Stock Trading, Higher Returns, Lower Risk	6.78%	N/A
125	Predicting Performance Using Consumer Big Data	stocks	Equity	United States	Monthly	Predicting Performance, Consumer Big Data	9.29%	14.29%
126	Hedging Pressure Predicts Commodity Option Returns	futures, options	Commodity	Global	Monthly	Hedging, Commodity Option	124.27%	92.59%
127	Empirical Asset Pricing via Machine Learning	ETFs, futures	Equity	Global	Monthly	Empirical Asset Pricing, Machine Learning	21.55%	14.30%
128	Butterfly implied returns	stocks	Equity	United States	Monthly	Butterfly, returns	2.67%	7.27%
129	Expected profitability in UK Stocks	stocks	Equity	Europe	Monthly	profitability, UK Stocks	3.49%	2.58%
130	When Hedge and Non-Hedge Funds Disagree	stocks	Equity	United States	Quarterly	Hedge, Non-Hedge, Funds	6.93%	7.29%
131	Mean Variance Factor Timing	stocks	Equity	United States	Monthly	Mean Variance, Timing	56.27%	17.05%
132	Betting Against Beta in India	stocks	Equity	India	Monthly	Beta, India	18.88%	16.02%
133	Low Value Factor in India	stocks	Equity	India	Monthly	Low Value, Factor, India	16.47%	22.65%
134	Combination of the Long-term and the Short-term Reversal in China	stocks	Equity	China	Monthly	Long-term, Short-term, Reversal, China	13.48%	24.20%
135	Risk-Reversal Options Strategy	options	Equity	United States	Monthly	Risk-Reversal, Options, Strategy	8.90%	11.10%
136	Gordon Growth Fair Value Model	stocks	Equity	United States	Monthly	Gordon Growth Fair, Value Model	14.63%	11.89%
137	The Halloween Effect Within Long-term Reversal	stocks	Equity	United States	Monthly	Halloween Effect, Long-term, Reversal	7.26%	12.16%
138	Value and Profitability in Chinese Equities	stocks	Equity	China	Monthly	Value, Profitability, Chinese Equities	8.73%	9.90%
139	Combined Value and Profitability in US and Chinese Equities	stocks	Equity	China, United States	Monthly	Combined Value, Profitability, US, Chinese Equities	13.22%	15.93%
140	Market Uncertainty Resolution Following the Unemployment Announcements	futures	Bond	United States	Daily	Market Uncertainty, Unemployment	2.85%	0.75%
141	Bear Beta Factor Investing Strategy	stocks	Equity	United States	Monthly	Bear Beta, Strategy	12.55%	23.57%
142	Climate Policy Uncertainty and the Cross-Section of Stock Returns	stocks	Equity	United States	Monthly	Climate Policy, Stock Returns	7.04%	9.30%
143	Return Range Predicts Stock Returns	stocks	Equity	Global	Monthly	Return range, stock returns	61.40%	40.17%
144	Consumer Spending and the Cross-Section of Stock Returns	stocks	Equity	United States	Monthly	Consumer Spending, Stock Returns	13.12%	9.98%
145	Do Stock Returns Really Decrease With Default Risk?	stocks	Equity	Global	Yearly	Default Risk, Stocks	13.42%	16.57%
146	Overnight Seasonality in Bitcoin	cryptos	Crypto	Global	Intraday	Seasonality, Bitcoin	33%	20.93%
147	Betting Against Correlation in S&P500 Stocks	stocks	Equity	United States	Monthly	Correlation, S&P500 Stocks	7.32%	27.48%
148	The 5-Month Prediction Pattern in the US Stock Market Returns	cryptos	Crypto	Global	Intraday	Pattern, US, Stock Market	98.43%	47.75%
149	Mean-reversion and Trend-Following Based on MIN and MAX in BTC	cryptos	Crypto	Global	Intraday	Pattern, US, Stock Market	98.43%	47.75%
151	Market Timing with Merton Rule for Earnings Yield	bonds, stocks	bonds, equities	United States	Monthly	Market Timing, Merton Rule, Earnings Yield	10.02%	9.10%
152	Credit Risk Factor in Bonds	bonds	Bond	United States	Monthly	Credit Risk, Bonds	8.86%	9.40%
153	Cross-Stock Return Predictability	stocks	Equity	United States	Monthly	Cross-Stock, Return, Predictability	4.16%	7.90%
154	The U.S. Dollar and Variance Risk Premia Imbalances	forwards, futures	Currency	Europe, Japan, United States	Monthly	U.S. Dollar, Variance Risk, Premia Imbalances	4.10%	8.20%
155	Gold to Oil Ratio Predicts Aggregate Stock Returns	bonds, ETFs, futures	bonds, equities	United States	Monthly	Gold, Oil, Stock Returns	7.02%	9.70%
156	Oil Beta Uncertainty and Global Stock Returns	ETFs, funds, stocks	Equity	Global	Monthly	Oil, Beta Uncertainty, Global, Stock Returns	10.17%	15.38%
157	Conditional FX Correlation Risk	forwards	Currency	United States	Monthly	Conditional FX, Correlation Risk	2.91%	8.32%
158	Overconfidence Factor in China	stocks	Equity	China	Monthly	Overconfidence Factor, China	16.49%	11.78%
159	Credit-Informed Tactical Asset Allocation	ETFs, futures	Equity	United States	Daily	Credit-Informed, Tactical, Asset Allocation	18.10%	22.50%
160	Sentiment Factor in the Cross-Section of Commodity Futures	futures	Commodity	Global	Monthly	Sentiment Factor, Commodity Futures	7.26%	9.60%
161	Institutional Ownership Enhances Macro Factor Returns	stocks	Equity	United States	Quarterly	Institutional Ownership, Macro Factor	8.21%	14.50%
162	Retail Ownership Enhances Non-Macro Factor Returns	stocks	Equity	United States	Quarterly	Non-Macro Factor, Returns	10.16%	16%
163	Disposition Effect in China	stocks	Equity	China	Yearly	Disposition Effect, China	20.41%	36.70%
164	Coreversal in Chinese Equities	stocks	Equity	China	Monthly	Coreversal, Chinese, Equities	12.42%	13.75%
165	Enduring Momentum in Stocks	stocks	Equity	United States	Semi-annually	Momentum	26.31%	38.21%
166	Geopolitical Risk and the Cross-Section of Cryptocurrency Returns	cryptos	Crypto	Global	Weekly	Geopolitical Risk, Cryptocurrency	187.05%	39.80%
167	Changes in Ownership Breadth Predict Performance of Equity Factors	stocks	Equity	United States	Monthly	Ownership, Equity Factors	8.34%	17.03%
168	Afternoon Reversal Trading Strategy	stocks	Equity	United States	Monthly	Afternoon Reversal, Trading Strategy	9.85%	8.44%
169	Hierarchical Stock Momentum	stocks	Equity	Global	Monthly	Hierarchical, Momentum	10.58%	12.87%
170	Max Pain Strategy – Stock Return Predictability at Options Expiration	stocks	Equity	United States	Weekly	Predictability, Options Expiration	4.91%	7.97%
171	Combined Momentum and Nearness to 52-week High	stocks	Equity	United States	Monthly	Momentum, 52-week High	31.30%	31.08%
172	Absolute Delta Beta Strategy in Chinese Equities	stocks	Equity	China	Monthly	Delta, Beta, Chinese Equities	8.23%	54.87%
173	Factor Momentum in the Chinese Stock Market	stocks	Equity	China	Monthly	Factor Momentum, Chinese	7.02%	8.78%
174	ESG Exclusion Premium Factor	stocks	Equity	United States	Monthly	ESG, Exclusion	9%	11.67%
175	Enhanced Returns of LGBT CEOs	stocks	Equity	United States	Daily	LGBT CEOs	16.35%	34.88%
176	High-to-Price Factor in Commodities	CFDs, futures	Commodity	Global	Monthly	Commodities	9.69%	17.16%
177	Cash Hedged Momentum	stocks	Equity	United States	Monthly	Hedge, Momentum	13.11%	20.17%
178	Option Volatility Spread Factor Predicts Option Returns	options	Equity	United States	Monthly	Option Volatility, Spread Factor, Option	12.82%	6.78%
179	Intraday VIX Betas Predict Stocks Returns	stocks	Equity	United States	Monthly	Intraday, VIX, Betas, Stock	9.77%	12.30%
180	Option Trading and Returns versus the 52-Week High	options, stocks	Equity	United States	Monthly	Option Trading	8.47%	11.05%
181	Option Trading and Returns versus the 52-Week Low	options, stocks	Equity	United States	Monthly	Option Trading, Returns, 52-Week Low	8.34%	7.40%
182	Quality at Reasonable Price	stocks	Equity	Global	Yearly	Quality, Price	18.60%	6.60%
183	Salience Theory and Cryptocurrency Returns	cryptos	Crypto	Global	Monthly	Salience Theory, Cryptocurrency	280.10%	45.30%
184	International Trade Momentum	stocks	Equity	United States	Monthly	International Trade	20.67%	20.05%
185	Institutional Equity Momentum in China	stocks	Equity	China	Monthly	Institutional Equity, Momentum, China	21.60%	24.22%
186	Retail Equity Reversal in China	stocks	Equity	China	Monthly	Retail Equity, China	27.83%	26.68%
187	Sovereign CDS Currency Factor	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Sovereign CDS, Currency	5%	5.74%
188	24-Hour Reversal in Cryptocurrencies	cryptos	Crypto	Global	Intraday	Cryptocurrencies	53.80%	15.28%
189	Lunar Monthly Effect in Chinese Stocks	CFDs, ETFs, funds, futures	Equity	China	Monthly	Lunar Effect, Chinese Stocks	4.46%	5.08%
190	Inflation Hedging Using Online Prices	bonds, ETFs, swaps	Bond	United States	Daily	Inflation, Hedging	2.60%	2.40%
191	Improved Post-Earnings Announcement Drift with NLP Analysis	stocks	Equity	United States	Weekly	NLP Analysis	5.89%	7.75%
192	Cash Holdings Effect and Net Operating Assets	stocks	Equity	United States	Monthly	Cash Holdings Effect, Net Operating Assets	9.25%	17.26%
193	Machine Learning Volatility Targeting of Equity Indices	bonds, ETFs, futures	Equity	United States	Weekly	Machine Learning, Equity Indices	14.49%	23.04%
194	Conservative Formula in India	stocks	Equity	India	Quarterly	Conservative Formula, India	16.80%	22.60%
195	High Disagreement Predicts Hedge Fund Returns	funds	Equity	United States	Monthly	Hedge Fund	10.49%	22.68%
196	Fibonacci Supports and Resistances in Cross-Sectional Stock Trading	stocks	Equity	United States	Weekly	Fibonacci, Resistances , Stock Trading	37.35%	41.85%
197	Momentum and (Un)Informed Flows in FX market	CFDs, forwards, futures	Currency	Global	Daily	Momentum, FX market	11.74%	11.53%
198	Skewness and 52-Week Highs in China	stocks	Equity	China	Monthly	Skewness, China	13.08%	11.49%
199	Turn of the Month Effect in Cryptocurrencies	cryptos, ETFs	Crypto	Global	Daily	Cryptocurrencies	29.83%	24.71%
200	Employee Sentiment and Stock Returns	stocks	Equity	United States	Monthly	Employee Sentiment, Stock	7.50%	10%
201	Production Complementarity Peer Momentum	stocks	Equity	United States	Monthly	Momentum	9.90%	19.34%
202	Market Timing with Relative Sentiment	CFDs, ETFs, futures	Equity	United States	Weekly	Market Timing, Relative Sentiment	12.11%	12.88%
203	Value Effect in Unprofitable Firms	stocks	Equity	United States	Monthly	Value Effect	14.84%	36.55%
204	Integrating ESG into Fixed Income Portfolios	bonds	Bond	Europe	Monthly	ESG, Fixed Income, Portfolio	4.23%	3.93%
205	Intraday Closing Momentum in Futures	CFDs, futures	bonds, commodities, currencies, equities	United States	Intraday	Closing Momentum	5.47%	3.42%
206	Patent Intensity Factor in Equities	stocks	Equity	United States	Monthly	Patent Intensity, Equities	6.97%	15.61%
207	Option Gamma Predicts Stock Returns	stocks	Equity	United States	Monthly	Option Gamma	8.99%	11.23%
208	Post Earnings Announcement Drift in China	stocks	Equity	China	Daily	Post Earnings, China	4.69%	7.66%
209	Arbitraging Levered ETFs	ETFs	Equity	United States	Monthly	ETFs	4.92%	2.56%
210	Momentum Based on Fractional-Difference Filter	stocks	Equity	United States	Daily	Momentum, Fractional-Difference	20.30%	22.10%
211	Text-Based Recession Detection Strategy	CFDs, ETFs, funds, futures	Equity	United States	Monthly	Recession	8.78%	13.52%
212	ETF Flows Predict Subsequent ETF Performance	ETFs	bonds, commodities, currencies, equities, REITs	United States	Intraday	ETFs	9.58%	8.48%
213	Arbitrage Comovement Effect in ETFs	ETFs	bonds, commodities, currencies, equities, REITs	United States	Monthly	Arbitrage, ETFs	8.07%	8.80%
214	Enhanced Betting Against Beta with Stochastic Dominance	stocks	Equity	United States	Monthly	Beta	9.01%	10.57%
215	Accrual Effect in Family Firms	stocks	Equity	Global	Yearly	Accrual Effect, Family Firms	18.70%	N/A
216	Negative ESG Premium in Chinese Stock Market	stocks	Equity	China	Yearly	ESG, Chinese	8.99%	13.35%
217	Machine Learning and the Cross-Section of Cryptocurrency Returns	cryptos	Crypto	Global	Weekly	Machine Learning, Cryptocurrency	11.09%	N/A
218	Diversified Machine Learning in Emerging Markets	stocks	Equity	Emerging Markets	Monthly	Machine Learning, Emerging Markets	2.80%	5.32%
219	Hedging Factor in Cryptocurrencies	cryptos, ETFs, futures	Crypto	Global	Weekly	Hedging, Cryptocurrencies	4.68%	N/A
220	News Sentiment and Equity Returns – BERT ML Model	stocks	Equity	United States	Daily	BERT ML Model	53.34%	41.35%
221	A Machine Learning Approach to Stock Returns Prediction in China	stocks	Equity	China	Monthly	Machine Learning, China	26.68%	23.88%
222	Time-Series Momentum Portfolios with Deep Multi-Task Learning	CFDs, futures	bonds, commodities, currencies, equities	Global	Monthly	Time-Series, Momentum, Multi-Task Learning	7.90%	9.75%
223	Environmental Machine Learning Strategy in Equities	stocks	Equity	United States	Monthly	Machine Learning, Strategy, Equities	16.08%	12.86%
224	Size Factor vs. Monetary Policy Regime	stocks	Equity	United States	Monthly	Size Factor, Monetary Policy	6.27%	10.13%
225	Fund Flows Predict Emerging Markets FX Returns	forwards, futures, swaps	Currency	Global	Weekly	Emerging Markets, FX	8.89%	8.22%
226	Presidential Fiscal News and Cross-section of Stock Returns	stocks	Equity	United States	Monthly	Presidential, Fiscal News, Stock	6.17%	15.05%
227	Skewness factor in Chinese Equities	stocks	Equity	China	Monthly	Skewness factor, Chinese Equities	22.58%	23.03%
228	VIX Beta Factor in Chinese Equities	stocks	Equity	China	Monthly	VIX, Beta Factor, Chinese Equities	27.88%	19.95%
229	Reversal After Voluntary Disclosures	stocks	Equity	United States	Quarterly	Voluntary Disclosures	12.20%	68.77%
230	Relative Sentiment and Machine Learning for Tactical Asset Allocation	ETFs, funds, futures	Equity	Global	Monthly	Relative Sentiment, Machine Learning, Tactical Asset Allocation	15.90%	11.04%
231	Patent Innovation Factor in Stocks	stocks	Equity	United States	Monthly	Patent Innovation, Stocks	5.54%	11.83%
232	Overnight Reversal and the Asymmetric Reaction to News	stocks	Equity	United States	Intraday	Overnight Reversal, Asymmetric Reaction	47.52%	36.27%
233	Factor Allocation with Reinforcement Learning	stocks	Equity	United States	Yearly	Factor Allocation, Reinforcement, Learning	7.37%	2.73%
234	Investment Factor in Indian Stocks	stocks	Equity	India	Yearly	Investment Factor, Indian Stocks	3.61%	8.89%
235	Profitability Factor in Indian Stocks	stocks	Equity	India	Yearly	Profitability Factor, Indian Stocks	5.14%	11.54%
236	Cross-Sectional Mood Beta Strategy in Equities	stocks	Equity	United States	Monthly	Mood, Beta Strategy, Equities	11.42%	15.71%
237	Cross-Sectional Mood Reversal Strategy in Equities	stocks	Equity	United States	Monthly	Mood Reversal, Strategy, Equities	6.05%	6.25%
238	Firm-Level Investor Sentiment Factor in US	stocks	Equity	United States	Monthly	Investor, Sentiment	6.17%	10.46%
239	Modified volatility predicts DJI returns	CFDs, ETFs, funds, futures	Equity	United States	Monthly	Volatility	3.23%	N/A
240	Antonacci’s Dual Momentum	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Momentum	14.90%	13.93%
241	Keller’s & Keunig’s Protective Asset Allocation	bonds, CFDs, ETFs, funds	bonds, commodities, equities, REITs	Global	Monthly	Protective, Asset Allocation	12.20%	6.80%
242	Keller’s & Keunig’s Vigilant Asset Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Asset Allocation	15.60%	10.20%
243	Keller’s & Keunig’s Defensive Asset Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Asset Allocation	16%	N/A
244	Keller’s & van Putten’s Generalized Momentum and Flexible Asset Allocation	bonds, ETFs	bonds, commodities, currencies, equities, REITs	Global	Monthly	Momentum, Asset Allocation	14.20%	8.50%
245	Adaptive Asset Allocation v.2	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Asset Allocation	8.02%	7.61%
246	Lethargic Asset Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Asset Allocation	10.50%	8.50%
247	Resilient Asset Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Asset Allocation	12.30%	8.90%
248	Bold Asset Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Asset Allocation	14.60%	8.50%
249	Avoid Equity Bear Markets with a Market Timing Strategy	CFDs, ETFs, funds, futures	Equity	United States	Monthly	Bear Market, Timing Strategy	6.59%	11.87%
250	Forecasted Unemployment Beta Predicts the Cross-Section of Stock Returns	stocks	Equity	United States	Monthly	Unemployment, Stock	5.54%	16.10%
251	Crypto Perpetual Futures Arbitrage	cryptos, futures	Crypto	Global	Monthly	Crypto, Futures Arbitrage	7.58%	4.40%
252	Contrarian VIX strategy	ETFs, futures	Equity	United States	Monthly	VIX strategy	10.80%	5.59%
253	Earnings Delays and Advances Predict Stock Returns	stocks	Equity	United States	Daily	Earnings Delays, Stock Returns	8%	6.68%
254	Machine learning Analysts’ Sentiment Industry Factor	ETFs, stocks	Equity	United States	Monthly	Machine learning	8.21%	15.97%
255	Bond ETF arbitrage with Machine Learning	ETFs	Bond	United States	Daily	Bond, ETF, Machine Learning	17.64%	5.31%
256	Switching Between Momentum and Reversal Strategies Based on Market Volatility	stocks	Equity	United States	Monthly	Momentum, Reversal Strategies	19%	20.91%
257	Persistence of Abnormal Trading Volume Effect	stocks	Equity	United States	Monthly	Volume Effect, Abnormal Trading	20.27%	15.69%
258	Short Covering Factor	stocks	Equity	United States	Monthly	Short Covering	6.55%	7.17%
259	Pairs Trading with Wavelet Transform	stocks	Equity	United States	Daily	Pairs Trading	36.90%	10%
260	Narrative-Based Asset Allocation	stocks	Equity	United States	Daily	Asset Allocation	18.13%	14.38%
261	Cross Industry Dispersion Factor	stocks	Equity	United States	Monthly	Dispersion Factor	6.04%	13.67%
262	Industry-Relative Stock Beta in Chinese Equities	stocks	Equity	China	Monthly	Stock, Beta, Chinese Equities	12.55%	19.04%
263	Market Timing Corporate Bonds with Machine learning – Random Forests	ETFs, funds	Bond	United States	Monthly	Corporate Bonds, Machine learning	19.70%	11.45%
264	Timing Carry Trade with Central Banks’ Announcements	CFDs, forwards, futures, swaps	Currency	Global	Daily	Central Bank	4.47%	4.88%
265	Traditional Carry in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Cryptocurrencies	46.71%	60.68%
266	Machine Learning – Random Forests Predicts Cross Section of Corporate Bonds	bonds	Bond	United States	Monthly	Machine Learning, Corporate Bonds	24.70%	7.24%
267	Timing the Factor Zoo via Deep Learning: Evidence from China	stocks	Equity	China	Daily	Factor Zoo, Deep Learning	59%	42%
268	Trend-Based Machine Learning Crypto Strategy	cryptos	Crypto	Global	Weekly	Machine Learning, Crypto	12.60%	18.26%
269	Momentum (and Value) Enhanced by Institutional Prediction	stocks	Equity	United States	Monthly	Momentum, Institutional Prediction	5.58%	12.56%
270	Weighted Frequency of Losses	stocks	Equity	United States	Monthly	Weighted Frequency	11.90%	12.34%
271	Factor Ownership Predicts Factor Returns	stocks	Equity	United States	Monthly	Factor, Ownership	16.22%	17.08%
272	Implied Put-Call Volatility Spread in US Equities	stocks	Equity	United States	Monthly	Put-Call, US	6.29%	5.09%
273	Co-Skewness Enhanced Momentum	stocks	Equity	United States	Monthly	Co-Skewness	23.18%	14.87%
274	How Satellite Launches Influence Stock Returns	stocks	Equity	United States	Daily	Satellite, Stock	17.20%	20.26%
275	Opening Range Breakout (ORB) Strategy in QQQ	CFDs, ETFs, futures	Equity	United States	Intraday	ORB, Strategy	31%	27.68%
276	High-Momentum in Liquid Cryptocurrencies	cryptos	Crypto	Global	Weekly	Cryptocurrencies	13.61%	6.49%
277	Predicting Stock Outperformance by Machine Learning	stocks	Equity	Global	Monthly	Machine Learning	15.25%	12.48%
278	Network Diversification for a Robust Portfolio Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Network Diversification	4.92%	4.95%
279	Announcement-Adjusted Industry-Relative Reversal Factor	stocks	Equity	United States	Monthly	Reversal Factor	13.76%	10.30%
280	Pairs Trading in Cryptocurrencies	cryptos	Crypto	Global	Daily	Cryptocurrencies	70.40%	39.76%
281	Financial Integration and Currency Returns	CFDs, forwards, futures	Currency	Global	Monthly	Financial, Integration	5.28%	11%
282	Improved Cross-Asset Time-Series Momentum I-XTSM	CFDs, ETFs, funds, futures	bonds, equities	United States	Quarterly	I-XTSM	20.82%	28.96%
283	Customer Momentum	stocks	Equity	United States	Monthly	Momentum	13.49%	24.09%
284	Technical Analysis Sentiment Predicts Stock Returns	stocks	Equity	United States	Yearly	Technical Analysis	10.16%	9.60%
285	Shorting Companies With the Most Overpaid CEOs	stocks	Equity	United States	Yearly	CEOs	5.41%	8.55%
286	Intangibles-Adjusted Profitability Factor	stocks	Equity	United States	Monthly	Profitability	4.16%	8.47%
287	Term Spread and Term Premium Predict US Government Bonds Returns	CFDs, ETFs, forwards, funds, futures, swaps	Bond	United States	Monthly	Bonds	8.08%	7.45%
288	Listen Closely: Using Vocal Cues to Predict Future Earnings	stocks	Equity	United States	Yearly	Vocal Cues	17.03%	N/A
289	Expected Change in Liquidity Forecasts Stocks’ Returns	stocks	Equity	United States	Monthly	Liquidity	9.64%	14.20%
290	Using Wavelet Transformation to Predict S&P 500 Performance	CFDs, ETFs, funds, futures	Equity	United States	Monthly	Wavelet Transformation, S&P 500	3.82%	18.17%
291	Convenience Yield Risk Factor Predicts Commodity Futures Returns	CFDs, futures	Equity	United States	Monthly	Convenience Yield, Commodity	6.93%	15.07%
292	Conditional Currency Momentum Portfolios	CFDs, forwards, futures	Currency	United States	Monthly	Momentum, Currency	5.03%	9.59%
293	Gamma Factor Premium	stocks	Equity	United States	Monthly	Gamma Factor	34.09%	17.89%
294	The High Resolution Term Structure of Stock Return Predictability	stocks	Equity	United States	Monthly	Predictability, Stock	18.30%	22.06%
295	Arbitrage Opportunities from MSCI Index Reconstitutions In Asian Stock Markets	stocks	Equity	China, Emerging Markets, India, Japan	Daily	Arbitrage Opportunities, MSCI Index, Asia	10.10%	N/A
296	Technical Sentiment Index in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Cryptocurrencies	37.02%	26.67%
297	Fundamental Sentiment Index in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Sentiment Index, Cryptocurrencies	37.20%	30.49%
298	Exploring the Factor ZOO with a Machine-Learning Portfolio	stocks	Equity	United States	Monthly	Factor ZOO, Machine-Learning	30%	12%
299	Using ChatGPT to Forecast Stock Price Movements	stocks	Equity	United States	Daily	ChatGPT, Forecast	110%	28.94%
300	Estimating Hedge Funds’ Returns Out of Sample	funds	Equity	Global	Yearly	Hedge Fund	8%	15.38%
301	Tail Risk Hedging with Cheap Options	ETFs, funds, futures, options	Equity	United States	Monthly	Hedging, Tail Risk	7.64%	12.62%
302	Deep Momentum	stocks	Equity	United States	Monthly	Momentum	36%	19.35%
303	The Term Structure of Machine Learning Alpha	stocks	Equity	United States	Quarterly	Term Structure, Machine Learning	5.17%	9.97%
304	Multi Risk Premia Strategy	CFDs, ETFs, forwards, futures, stocks, swaps	bonds, commodities, currencies, equities	Global	Quarterly	Premia Strategy	8.53%	6.62%
305	Forward Variance Factor Predicts Stock Returns	CFDs, ETFs, funds, futures	Equity	Global	Monthly	Forward Variance	3.48%	8.29%
306	Double Bottom Country Trading Strategy	ETFs	Equity	Global	Daily	Trading Strategy	7.79%	16.57%
307	Bitcoin Leads Altcoins on Intraday Basis	cryptos	Crypto	Global	Intraday	Bitcoin, Altcoins	10.21%	3.36%
308	On-Chain Cashflows and the Cross-Section of Cryptocurrency Returns	cryptos	Crypto	Global	Daily	Cashflow, Cryptocurrency	10.95%	16.99%
309	Intangibles Intensity in 10-K Reports	stocks	Equity	United States	Yearly	Intangibles Intensity	3.61%	12.38%
310	Low-Risk Anomaly in India	stocks	Equity	India	Monthly	India	42.63%	33.56%
311	Seasonality in Equity Long-Short Factor Strategies	stocks	Equity	Global	Monthly	Seasonality, Long-Short Factor	2.92%	5.51%
312	Improved Dispersion Trading	options, stocks	Equity	United States	Daily	Dispersion Trading	8.30%	10%
313	Financial Uncertainty Explains Cryptocurrency Returns	cryptos	Crypto	Global	Monthly	Cryptocurrencies	20.70%	10.69%
314	Measuring Firm Quality Using Machine Learning	stocks	Equity	United States	Monthly	Firm Quality, Machine Learning	29.53%	31.75%
315	Price-Based Quantitative Strategy for Country Valuation	ETFs, funds	Equity	Global	Quarterly	Quantitative Strategy	2.39%	14.78%
316	Intraday Market Return Predictability Based on the Factor ZOO	stocks	Equity	United States	Intraday	Intraday, Factor ZOO	17.45%	16.78%
317	Profitability Context and the Cross-Section of Stock Returns	stocks	Equity	United States	Monthly	Profitability, Stock Returns	6.80%	10.46%
318	Option Factor Momentum	options	Equity	United States	Monthly	Option, Momentum	13.62%	14.93%
319	Overnight Effect during High Volatility Days in Bitcoin	cryptos	Crypto	Global	Intraday	High Volatility, Bitcoin	37.26%	24.63%
320	Mean-Reversion within Cluster Industries	stocks	Equity	United States	Monthly	Mean-Reversion, Cluster Industries	6.40%	6.50%
321	Using Machine Learning to Predict Stock Earnings	stocks	Equity	United States	Daily	Machine Learning	51%	N/A
322	Machine Learning ESG Strategy	stocks	Equity	United States	Monthly	Machine Learning	16.10%	12.85%
323	Influence of Liquidity, Institutional Ownership & Lottery Effect on Stocks	stocks	Equity	United States	Yearly	Liquidity, Institutional Ownership	10.56%	9.85%
324	Forecasting Crude Oil Prices	CFDs, ETFs, futures	Commodity	Global	Monthly	Crude Oil, Forecasting	4.65%	19.38%
325	Timing Betting-Against-Beta (BAB) Anomaly v.2	stocks	Equity	United States	Monthly	Timing Betting, BAB	12.80%	10%
326	The Effect of Market Returns on Factor Returns	stocks	Equity	United States	Monthly	Factor Returns, Market Returns	14.57%	10.65%
327	Aggregate Call Order Imbalance Strategy	CFDs, ETFs, funds, futures	Equity	United States	Monthly	Call Order	4.79%	4.52%
328	Characteristics Similarity of the Return-Sorted Portfolios	stocks	Equity	United States	Monthly	Return, Portfolios	8.47%	10.60%
329	Aggregate Momentum Spillover Factor Predicts Stock Returns	CFDs, ETFs, funds, futures, stocks	Equity	United States	Monthly	Momentum, Spillover Factor	4.13%	6.56%
330	Headquarter Location Effect	stocks	Equity	United States	Monthly	Headquarter, Location	8.52%	14.41%
331	Daily Momentum in Chinese Equities	stocks	Equity	China	Daily	Daily Momentum, Chinese Equities	57.96%	31.03%
332	Monthly Reversal in Chinese Equities	stocks	Equity	China	Monthly	Reversal, Chinese Equities	13.09%	22.25%
333	Multireference Alignment for Lead-Lag Detection in Stocks	stocks	Equity	United States	Daily	Multireference, Lead-Lag	9.83%	10.92%
334	Intraday Stock Market Predictability with Machine Learning	stocks	Equity	United States	Intraday	Intraday Stock, Machine Learning	10.40%	10%
335	MACD-V: Volatility Normalised Momentum	CFDs, ETFs, futures	Equity	Europe	Daily	MACD-V, Momentum	13.68%	N/A
336	Mercury Retrograde Astrology Trading Strategy in Chinese Market	CFDs, ETFs, futures	Equity	China	Daily	Mercury Retrograde, Trading Strategy, Chinese Market	22.12%	40.28%
337	Overnight-Intraday Reversal in Futures	CFDs, futures	Equity	Global	Intraday	Overnight-Intraday Reversal	59.98%	10.87%
338	Military Expenditures and Performance of the Stock Markets	ETFs, funds	Equity	Global	Yearly	Military Expenditures, Stock Markets	2.02%	2.91%
339	Industry-adjusted Reversal	stocks	Equity	Global	Monthly	Reversal	4.85%	9.86%
340	Abnormal Overnight Earnings Return Factor in China	stocks	Equity	China	Daily	Overnight Earnings, China	9.17%	9.86%
341	Illiquid Bitcoin Options	cryptos	Crypto	Global	Daily	Bitcoin	186.15%	301.63%
342	The 52-Week High Effect in India	stocks	Equity	India	Monthly	High Effect, India	20.39%	30.22%
343	Skewness Risk Premia and the Cross-Section of Currency Returns	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Skewness Risk, Currency	5.64%	7.03%
344	Hedging Momentum Crashes	stocks	Equity	United States	Monthly	Hedging	16.93%	20.33%
345	Cash Operating Profitability Predicts Earnings Announcement Returns	stocks	Equity	United States	Daily	Profitability, Cash Operating	68.81%	50.57%
346	Stock Momentum Volatility Switching Strategy	stocks	Equity	United States	Monthly	Stock Momentum, Volatility	13.83%	21.09%
347	Directional Momentum	stocks	Equity	United States	Monthly	Directional Momentum	9.64%	17.85%
348	Machine Forecast Disagreement	stocks	Equity	United States	Monthly	Machine Forecast	14.57%	16.97%
349	News-Linked Momentum in China	stocks	Equity	China	Monthly	Momentum, China	17.26%	15.49%
350	Sparse Macroeconomic Risks and the Cross-Section of Stock Returns	stocks	Equity	United States	Monthly	Macroeconomic Risks, Stock Returns	14.57%	30.72%
351	Green Revenues Predict Stock Returns	stocks	Equity	Global	Yearly	Green Revenues	4.60%	1.90%
352	Volume Weighted Average Price (VWAP) as Precise Trend-Following Indicator for Day-Traders	stocks	Equity	United States	Intraday	VWAP, Indicator, Day-Traders	43%	18%
353	Anchoring Bias Factor in Chinese Stocks	stocks	Equity	China	Monthly	Anchoring Bias, Chinese Stocks	13.89%	17.37%
354	Salient Theory Predicts US Stocks in the Cross Section	stocks	Equity	United States	Monthly	Salient Theory	8.18%	25.57%
355	Delta Hedged Short Straddle BTC Strategy	cryptos	Crypto	Global	Intraday	Short Straddle, BTC Strategy	39%	30%
356	Why Do US Stocks Outperform EM and EAFE Regions?	ETFs, funds	Equity	Global	Monthly	US Stocks, EM, EAFE	7.14%	19.50%
357	Harvesting Volatility Risk Premia and Crisis Alpha via ETFs	ETFs	bonds, commodities, equities	United States	Daily	Volatility, Crisis Alpha	22.20%	24.13%
358	Overnight Anomaly	ETFs, funds, futures, stocks	Equity	United States	Intraday	Overnight, Anomaly	14%	N/A
359	Market Timing with Aggregate and Idiosyncratic Stock Volatilities	CFDs, ETFs, funds, futures	Equity	Global	Quarterly	Market Timing , Aggregate , Idiosyncratic Stock Volatilities	20.07%	37.80%
360	Market Timing S&P 500 with VIX and COT Report	CFDs, ETFs, funds, futures	Equity	Global	Monthly	Market Timing ,S&P 500 , VIX and COT Report	8.39%	12.08%
361	Timing Commodities and S&P500 with COT Report	CFDs, ETFs, funds, futures	commodities, equities	Global	Weekly	Timing Commodities , S&P500 , COT Report	16.80%	10.30%
362	Combining Seasonality and Momentum in US Equity Sectors	ETFs, funds	Equity	United States	Monthly	Combining Seasonality ,Momentum , US Equity Sectors	12.90%	17%
363	Post-Loss/Profit Announcement Drift in Stocks	stocks	Equity	United States	Daily	Post-Loss/Profit Announcement, Drift, Stocks	26%	5%
364	Insiders Trading Effect in Stocks	stocks	Equity	United States	Yearly	Insiders ,Trading Effect , Stocks	7.70%	N/A
365	Market Timing with Aggregate Accruals	CFDs, ETFs, funds, futures	Equity	Global	Yearly	Market Timing, Aggregate ,Accruals	34%	37.70%
366	High-Frequency Arbitrage with ETF Twins	ETFs	Equity	Global	Intraday	High-Frequency, Arbitrage , ETF Twins	28.91%	14.69%
367	Gold Market Timing	ETFs, funds, futures	Commodity	Global	Monthly	Gold Market ,Timing	31%	29.63%
368	Paired Switching	ETFs, funds, stocks	bonds,equities	Global	Quarterly	Paired Switching	11.30%	9.30%
369	Lunar Cycle in Precious Metals	CFDs, ETFs, futures	Commodity	Global	Daily	Lunar Cycle, Precious Metals	5.20%	N/A
370	Net Emotional Volatility Index Effect	CFDs, ETFs, funds, futures	Equity	United States	Daily	Net, Emotional. Volatility, Index	12.65%	5.92%
371	Short-Term Reversal in Equity Index Futures	CFDs, ETFs, futures	Equity	Europe	Weekly	Short-Term, Reversal, Equity, Index, Futures	29.60%	N/A
372	Demographic Changes Predict Stock Market Returns	ETFs	Equity	Global	Yearly	Demographic, Stock, Market Returns	8.93%	N/A
373	Momentum in FOREX Trading Strategies	CFDs, forwards, futures, swaps	Currency	United States	Daily	Momentum, FOREX, Trading, Strategies	9.10%	10%
374	Idiosyncratic Momentum in Stocks	stocks	Equity	United States	Monthly	Idiosyncratic, Momentum, Stocks	12.35%	13.25%
375	Commodities Timing based on a Monetary Conditions	ETFs, futures	Commodity	United States	Daily	Commodities, Timing, Monetary, Conditions	20.46%	13.86%
376	Exploiting Option Information in the Equity Market	stocks	Equity	United States	Weekly	Exploiting, Option, Information, Equity, Market	7.61%	6.69%
377	US Holiday Effect in EU Markets	CFDs, ETFs, futures	Equity	United States	Daily	US, Holiday, Effect, EU, Markets	6.52%	N/A
378	Market Timing Filter Applied to a Momentum and Other Factor Strategies	stocks	Equity	United States	Monthly	Market, Timing, Filter, Momentum, Factor, Strategies	21.58%	18.69%
379	Cold IPOs Effect	stocks	Equity	United States	Monthly	Cold, IPOs, Effect	24.57%	N/A
380	Volatility Term Structure Predicts Option Returns	options	Equity	United States	Monthly	Volatility, Term, Structure, Option, Returns	19.56%	21.13%
381	Institutional Ownership Effect	stocks	Equity	United States	Quarterly	Institutional, Ownership, Effect	15%	20.10%
382	Pairs Trading on Intraday Basis	stocks	Equity	Europe	Intraday	Pairs, Trading, Intraday, Basis	10.23%	4.98%
383	Shorting Stocks on the Option Expiration Day	stocks	Equity	United States	Daily	Shorting, Stocks, Option, Expiration	18.86%	24.69%
384	Abnormal Volume Effect in the Stock Market	stocks	Equity	Europe	Daily	Abnormal, Volume, Effect, Stock, Market	33.91%	N/A
385	Market Timing Using Sharpe Ratios	CFDs, ETFs, funds, futures	Equity	Global	Monthly	Market, Timing, Sharpe, Ratios	14.18%	15.38%
386	Simple NAV Arbitrage within Country ETFs	ETFs	Equity	Global	Daily	Simple, NAV, Arbitrage,Country, ETFs	33.88%	N/A
387	Catching “Falling Knife” Stocks	stocks	Equity	United States	Monthly	Catching “Falling Knife” ,Stocks	23.09%	N/A
388	Dual Listed Stock Arbitrage	stocks	Equity	United States	Intraday	Dual Listed, Stock, Arbitrage	10.10%	12.76%
389	Optimized Currency Portfolios	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Optimized Currency, Portfolios	19.20%	22.20%
390	Timing Carry Trade	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Timing, Carry Trade	12.60%	10%
391	Categorization Effect in Stocks	stocks	Equity	United States	Weekly	Categorization Effect , Stocks	21.36%	12.35%
392	Adaptive Moving Averages used for Market Timing	CFDs, ETFs, futures	Equity	United States	Daily	Adaptive Moving, Averages used , Market Timing	14.60%	17.41%
393	CEO Interviews Effect	futures, stocks	Equity	United States	Daily	CEO Interviews, Effect	32.08%	13.28%
394	Short-term Adaptive Reversal in S&P 500 Index	CFDs, ETFs, futures	Equity	United States	Daily	Short-term, Adaptive Reversal, S&P 500 Index	19.90%	N/A
395	Timing VIX ETNs	ETFs	Equity	United States	Daily	Timing, VIX, ETNs	30.80%	23.49%
396	Put-Call Spread Predicts Earnings Announcement Returns	stocks	Equity	United States	Daily	Put-Call Spread ,Predicts Earnings, Announcement Returns	98.35%	34.25%
397	Productivity of Cash Effect in the Stock Market	stocks	Equity	United States	Yearly	Productivity, Cash Effect , Stock Market	13%	11%
398	Complexity Effect in Stocks	stocks	Equity	United States	Monthly	Complexity Effect, Stocks	15.12%	14.54%
399	Trendfollowing Effect within REITs	ETFs,stocks	REITs	United States	Monthly	Trendfollowing, Effect within, REITs	14.38%	10.67%
400	Advertising Effect within Stocks	stocks	Equity	United States	Semi-yearly	Advertising Effect, Stocks	9.40%	3.20%
401	Long Term Debt Factor within Stocks	stocks	Equity	United States	Yearly	Long Term ,Debt Factor , Stocks	10.50%	6.50%
402	Effect of Change in Non-Current Operating Assets	stocks	Equity	United States	Yearly	Effect of Change , Non-Current ,Operating Assets	16.10%	7.26%
403	Default Risk Filter Applied on Momentum Effect within Stocks	stocks	Equity	United States	Monthly	Default Risk Filter, Momentum Effect , Stocks	25.78%	22.28%
404	Classical Equity Anomalies Combined with Trendfollowing Filter	stocks	Equity	Global	Monthly	Classical Equity , Anomalies Combined, Trendfollowing Filter	16.18%	15.48%
405	Instititutional Ownership Effect During Earnings Announcements	stocks	Equity	United States	Daily	Instititutional, Ownership, Effect, Earnings, Announcements	87%	N/A
406	Dividend Announcement Effect	futures, stocks	Equity	United States	Monthly	Dividend, Announcement, Effect	9.27%	6.74%
407	Value Premium in Large Cap Stocks	stocks	Equity	Global	Monthly	Value, Premium, Large, Cap, Stocks	7.96%	14.11%
408	Selling Options on Bond ETFs	options	Bond	United States	Monthly	Selling, Options, Bond, ETFs	17.44%	18.41%
409	Switching between Value and Momentum in Stocks	stocks	Equity	Global	Monthly	Switching, Value, Momentum, Stocks	15.31%	11.40%
410	Trendfollowing Combined with Momentum in Commodity Futures	futures	Commodity	United States	Monthly	Trendfollowing, Momentum, Commodity, Futures	14.70%	19.33%
411	Share Issuance Effect	stocks	Equity	United States	Yearly	Share, Issuance, Effect	10.56%	12.25%
412	Volatility Of Volatility Effect in Stocks	stocks	Equity	United States	Monthly	Volatility, Effect, Stocks	10.56%	12.20%
413	Adaptive Asset Allocation	ETFs	bonds, commodities, equities	Global	Monthly	Adaptive, Asset, Allocation	15.10%	9.40%
414	Market Timing Strategy Based on Principal Component Analysis	CFDs, ETFs, futures	Equity	United States	Daily	Market, Timing, Strategy, Principal, Component, Analysis	22.19%	12.33%
415	Scheduled Economic Announcements Effect in Stocks	CFDs, ETFs, futures	Equity	Global	Daily	Scheduled, Economic, Announcements, Effect, Stocks	7.20%	N/A
416	Long-Term Reversal Combined with a Momentum Effect	ETFs	Equity	Emerging Markets	Monthly	Long-Term, Reversal, Momentum, Effect	15.94%	28.89%
417	Time Series Momentum Combined with Volatility Filters in Futures Markets	CFDs, futures	bonds, commodities, currencies, equities	Global	Daily	Time, Series, Momentum, Volatility, Filters, Futures, Markets	5.47%	5.51%
418	Time Series Momentum Combined with Volatility Filters in FOREX	CFDs, futures	Currency	Global	Daily	Time, Series, Momentum, Volatility, Filters, FOREX	4.63%	5%
419	Active Collar Strategy	ETFs, funds, options	Equity	United States	Monthly	Active, Collar, Strategy	12.52%	11.34%
420	Option/Stock Volume Ratio Predicts Stock Returns	stocks	Equity	United States	Monthly	Option/Stock, Volume, Ratio, Stock, Returns	14.54%	19.20%
421	Change in Option/Stock Volume Ratio Predicts Stock Returns	stocks	Equity	United States	Monthly	Change, Option/Stock, Volume, Ratio, Stock, Returns	14.65%	15.50%
422	FX Momentum Seasonality	CFDs, futures	Currency	Global	Daily	FX, Momentum, Seasonality	3.50%	10%
423	Momentum and Trend Following in Global Asset Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Momentum, Trend, Following, Global, Asset, Allocation	10.78%	8.25%
424	Timing Carry Trade v2	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Timing, Carry, Trade, v2	9.16%	9.07%
425	One Day Momentum Effect in Stocks	stocks	Equity	United States	Intraday	One, Day, Momentum, Effect, Stocks	33.15%	N/A
426	Realized Skewness Predicts Equity Returns	stocks	Equity	United States	Weekly	Skewness, Predicts, Equity, Returns	9.69%	11.53%
427	Profitability Factor Combined with Value Factor	stocks	Equity	United States	Yearly	Profitability, Factor, Value, Factor	7.70%	9.82%
428	Improved Merger Arbitrage	stocks	Equity	United States	Monthly	Improved, Merger, Arbitrage	13.35%	N/A
429	Insiders’ Silence	stocks	Equity	United States	Yearly	Insiders’, Silence	11.22%	64.22%
430	Trend Factor within Stocks	stocks	Equity	United States	Monthly	Trend, Factor, Stocks	10.43%	10.21%
431	Google Search Volume Combined with Extent of Press News Predicts Stocks’ Returns	stocks	Equity	United States	Monthly	Google, Volume, Combined, Extent, Press, Predicts, Stocks’, Returns	4.12%	1.74%
432	Mean Variance Carry Trade Strategy	stocks	Currency	Global	Monthly	Mean Variance, Carry, Trade, Strategy	1.70%	1.87%
433	Comomentum Strategy	stocks	Equity	United States	Monthly	Comomentum, Strategy	8.60%	12.18%
434	Debt Growth Effect Combined with Asset Growth Effect	stocks	Equity	United States	Yearly	Debt, Growth, Effect, Asset, Growth, Effect	11.35%	17.02%
435	Using Straddles to Trade on Earnings Announcements	options	Equity	United States	Daily	Using, Straddles, Trade, Earnings, Announcements	40.75%	64.67%
436	Carry Factor within Asset Classes	futures	bonds, commodities, currencies, equities	Global	Monthly	Carry, Factor, Asset, Classes	6.90%	4.90%
437	Scheduled Economic Announcements Effect in Bonds	CFDs, futures	bonds	Global	Daily	Scheduled, Economic, Announcements, Effect, Bonds	7.30%	4.98%
438	Spin-off Anomaly	stocks	Equity	United States	Daily	Spin-off, Anomaly	19.40%	N/A
439	Large Price Changes combined with Analyst Revisions	stocks	Equity	United States	Monthly	Large, Price, Analyst, Revisions	11.22%	11.23%
440	Sector Rotation via Credit Relative Value	ETFs, funds, stocks	Equity	United States	Weekly	Sector, Rotation, Credit, Relative, Value	12.40%	17.20%
441	Trading VIX ETFs	ETFs	Equity	United States	Daily	Trading, VIX ETFs	84.60%	51.20%
442	Filtered Short-Term Reversal	CFDs, ETFs, futures	Equity	United States	Daily	Filtered, Short-Term, Reversal	9.77%	18.60%
443	Momentum Combined with Insider Trading	stocks	Equity	United States	Monthly	Momentum Combined , Insider Trading	15.45%	N/A
444	Long-Term PB Ratio Effect in Stocks Combined with Momentum	stocks	Equity	United States	Monthly	Long-Term PB Ratio, Effect in Stocks, Combined Momentum	21.60%	20.47%
445	Post-Split Drift Combined with PEAD Anomaly	stocks	Equity	United States	Monthly	Betting, On and Against, China	23.32%	29.89%
446	Trading on the Dividend Paydate	stocks	Equity	United States	Daily	Trading, Dividend Paydate	98.80%	48.37%
447	Value Effect within Countries v2	ETFs, futures	Equity	Global	Monthly	Value, Effect, Countries	6.80%	9.21%
448	Momentum Combined with Value Effect within Countries	ETFs, futures	Equity	Global	Monthly	Momentum, Value Effect, Countries	24.16%	24.53%
449	Momentum Effect in Stocks Combined with Stop-Losses	stocks	Equity	United States	Daily	Momentum Effect, Stocks Combined, Stop-Losses	18.72%	20.99%
450	Interest Rates Momentum Predicts FX Rates	CFDs, forwards, futures, swaps	Currency	Global	Intraday	Interest Rates, Momentum, FX Rates	9.01%	5.54%
451	Intraday Momentum in Equities	CFDs, ETFs, futures	Equity	Global	Intraday	Intraday Momentum, Equities	4.39%	4.49%
452	Closed-End Fund Mean Reversion Trading	funds	bonds, equities	Global	Monthly	Closed-End, Fund Mean ,Reversion Trading	18.20%	9.49%
453	Cross-Sectional Momentum in Futures	CFDs, futures	bonds, currencies, equities	Global	Semi-yearly	Cross-Sectional, Momentum, Futures	6.49%	12.91%
454	Federal Open Market Committee Meeting Effect on US Dollar	CFDs, ETFs, futures	Currency	United States	Daily	Federal Open Market Committee ,Meeting Effect , US Dollar	7.71%	13.78%
455	Turn of the Month Effect in Futures Momentum Strategy	CFDs, futures	bonds, commodities, currencies, equities	Global	Daily	Turn, Month Effect, Futures Momentum Strategy	4.80%	1.50%
456	Cloning Hedge Fund Indexes	options	Equity	United States	Monthly	Cloning Hedge, Fund Indexes	10.30%	7.70%
457	FX Value v2 – Real Exchange Rate Changes	CFDs, forwards, futures, swaps	Currency	Global	Monthly	FX Value v3 ,Real Exchange, Rate Changes	9.57%	9.51%
458	FX Value v3 – Real Exchange Rate Levels	CFDs, forwards, futures, swaps	Currency	Global	Weekly	FX Value v3, Real Exchange, Rate Levels	6.91%	9.53%
459	Trend Following in Commodity Calendar Spreads	futures	Commodity	Global	Daily	Trend Following Commodity ,Calendar Spreads	3.73%	4.09%
460	Trading Commodity Calendar Spreads	futures	Commodity	Global	Monthly	Trading, Commodity, Calendar, Spreads	6.21%	2.01%
461	Timing Commodity Factor Portfolios	futures	Commodity	Global	Daily	Timing, Commodity, Factor, Portfolios	8.04%	11.30%
462	Economic Momentum in Currencies	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Economic, Momentum, Currencies	6.15%	5.60%
463	Dividend Risk Premium Strategy	futures	Equity	Europe	Daily	Dividend, Risk, Premium, Strategy	12.90%	11.60%
464	Days to Cover Strategy	stocks	Equity	United States	Monthly	Days, Cover, Strategy	8.34%	17.87%
465	Skewness Effect in Country Equity Indexes	ETFs	Equity	Global	Monthly	Skewness, Country, Equity, Indexes	13.76%	25.66%
466	Market Timing Using Lumber/Gold Ratio	CFDs, ETFs, funds, futures	bonds, equities	Global	Weekly	Market, Timing, Using, Lumber/Gold, Ratio	13.90%	11.80%
467	Expected Skewness and Momentum in Stocks	stocks	Equity	United States	Monthly	Expected, Skewness, Momentum, Stocks	14.30%	31.06%
468	Intraday Currency Seasonality	CFDs, futures, swaps	Currency	Global	Intraday	Intraday, Currency, Seasonality	9.07%	11.55%
469	Turn of the Month Effect in the Cross-Section of Stock Returns	stocks	Equity	United States	Daily	Month, Effect, Cross-Section, Stock, Returns	17.18%	N/A
470	Overnight Stock Trading	stocks	Equity	United States	Daily	Overnight, Stock, Trading	21.28%	6.60%
471	Overreaction to Merger and Acquisition Announcements	stocks	Equity	United States	Daily	Overreaction, Merger, Acquisition, Announcements	15.83%	N/A
472	Post-Earnings Announcement Drift Based on Price Signal Alone	stocks	Equity	United States	Daily	Post-Earnings, Announcement, Drift, Price, Signal, Alone	5.64%	4.03%
473	Post-Earnings Announcement Drift for Friday Evening Announcers	stocks	Equity	United States	Daily	Post-Earnings, Announcement, Drift, Friday, Evening	20.84%	N/A
474	Shorting Stocks During the Last Hour of Month	CFDs, ETFs, futures	Equity	United States	Intraday	Shorting, Stocks, During, Last, Hour, Month	1.80%	N/A
475	Sequenced Insider Trading	stocks	Equity	United States	Monthly	Sequenced, Insider, Trading	22.13%	14.26%
476	Trading Commodity ETFs versus Equity ETFs	ETFs	commodities, equities	United States	Daily	Trading, Commodity, ETFs, Equity, ETFs	31.10%	N/A
477	Long-Term Reversal Combined with a Momentum Effect in Industry Portfolios	ETFs	Equity	Global	Quarterly	Long-Term, Reversal, Momentum, Effect, Industry, Portfolios	9.90%	19.49%
478	Trading the VIX Futures Roll and Volatility Premiums with VIX Options	options	Equity	United States	Daily	Trading, VIX, Futures, Roll, Volatility, Premiums, VIX	22.50%	N/A
479	Trading based on Higher Moments in Currency Markets	CFDs, futures, swaps	Currency	Global	Monthly	Trading based, Higher Moments, Currency Markets	11.07%	8%
480	Market Neutral Strategy Based on Share Buybacks	ETFs, stocks	Equity	United States	Daily	Market Neutral, Strategy, Share Buybacks	9.66%	7.21%
481	Timing the Small Cap Effect ver. 2	ETFs	Equity	United States	Monthly	Small cap	9%	N/A
482	Spread (Basis) Momentum within Commodities	CFDs, futures	Commodity	Global	Monthly	Spread (Basis), Momentum, Commodities	18.38%	19.98%
483	Spread (Basis) Momentum within Currencies	CFDs, futures, swaps	Currency	Global	Monthly	Spread (Basis), Momentum, Currencies	8.06%	9.95%
484	The FOMC Cycle Effect	CFDs, ETFs, futures	Equity	United States	Monthly	The FOMC, Cycle Effect	12.15%	13.15%
485	Combining Momentum, Term Structure, and Idiosyncratic Volatility within Commodities	CFDs, futures	Commodity	Global	Monthly	Combining Momentum, Term Structure, Idiosyncratic Volatility within Commodities	7.38%	10.79%
486	Google Search Strategy Based on Limited Investor Attention	stocks	Equity	Global	Weekly	Google Search	19.30%	21.40%
487	Options Convexity Predicts Consecutive Stock Returns	stocks	Equity	United States	Monthly	Options Convexity, Predicts Consecutive, Stock Returns	14.44%	9.99%
488	Momentum Seasonality and Investor Preferences	stocks	Equity	United States	Quarterly	Momentum Seasonality, Investor Preferences	8%	N/A
489	Momentum Effect in Anomalies v2	stocks	Equity	United States	Monthly	Momentum Effect, Anomalies	16.52%	14.03%
490	Seasonality Within Trend-Following Strategy in Commodities	CFDs, futures	Commodity	Global	Monthly	Seasonality, Trend-Following Strategy , Commodities	7.52%	9.32%
491	Seasonality Effect in Anomalies	stocks	Equity	United States	Monthly	Seasonality Effect, Anomalies	17.88%	16.92%
492	Management Diversity Strategy	stocks	Equity	United States	Yearly	Management, Diversity, Strategy	6.55%	7.38%
493	Combining Time-Series and Cross-Sectional Momentum	stocks	Equity	United States	Monthly	Combining Time-Series, Cross-Sectional, Momentum	23.58%	36.52%
494	Combining Fundamental and Transitory Component of Value Strategy	stocks	Equity	United States	Yearly	Combining Fundamental, Transitory Component, Value Strategy	8.98%	N/A
495	Absolute Momentum Effect in Stocks	stocks	Equity	United States	Monthly	Absolute Momentum, Effect, Stocks	22.28%	29.20%
496	Overnight Momentum Strategy	stocks	Equity	United States	Intraday	Overnight Momentum, Strategy	50.58%	11.24%
497	Overnight-Intraday Daily Reversal in Commodities	CFDs, futures	Commodity	Global	Intraday	Overnight-Intraday, Daily, Reversal, Commodities	45.75%	31.02%
498	Overnight-Intraday Weekly Reversal in Currency Futures	CFDs, futures, swaps	Currency	Global	Weekly	Overnight-Intraday, Weekly, Reversal, Currency, Futures	9.18%	11.17%
499	Overnight-Intraday Weekly Reversal in Interest Rate Futures	CFDs, futures, swaps	Bond	Global	Weekly	Overnight-Intraday, Weekly, Reversal, Interest, Rate, Futures	6.88%	8.44%
500	Seasonality in Treasury Auctions Strategy	bonds, CFDs, futures, swaps	Bond	Global	Daily	Seasonality, Treasury, Auctions, Strategy	5.74%	6.75%
501	Multi-Asset Market Breadth Momentum	ETFs	bonds, commodities, equities, REITs	United States	Monthly	Multi-Asset, Market, Breadth, Momentum	10.50%	7.90%
502	Trading VIX ETFs v2	ETFs	Equity	United States	Daily	Trading, VIX, ETFs	69%	39%
503	Short-Term (1 Month) Momentum in Currencies	CFDs, forwards, futures, swaps	Currency	Global	Weekly	Short-Term (1 Month), Momentum, Currencies	7.10%	8.10%
504	Subsidiary – Parent Equity Momentum	stocks	Equity	United States	Monthly	Subsidiary – Parent, Equity, Momentum	14.03%	14.51%
505	Headquarter Location Momentum	stocks	Equity	United States	Monthly	Headquarter, Location, Momentum	5.20%	9.01%
506	Currency Option Delta-Hedging Strategy	options	Currency	Global	Intraday	Currency, Delta-Hedging, Strategy	31.48%	10%
507	Low-Price Effect	stocks	Equity	United States	Monthly	Low-Price, Effect	18.30%	19.24%
508	Nearness to 52-Week Low Strategy	stocks	Equity	United States	Monthly	Nearness, 52-Week, Low, Strategy	7.67%	11.44%
509	Sector Rotation Strategy Based on Multivariate Regression Analysis	ETFs	Equity	United States	Monthly	Sector, Rotation, Strategy, Multivariate, Regression, Analysis	7.04%	10.06%
510	Stock Splits Strategy Based on Earnings Management	stocks	Equity	United States	Yearly	Stock, Splits, Strategy, Earnings, Management	11.35%	28.30%
511	Combined Momentum and Counter Trend Strategy on US Equity Indexes	CFDs, ETFs, futures	Equity	United States	Daily	Combined, Momentum, Counter, Trend, Strategy, US, Equity, Indexes	12.20%	N/A
512	Trading FOMC Announcements with Summary of Economic Projections	CFDs, ETFs, futures	Equity	United States	Intraday	Trading, FOMC, Economic, Projections	8.90%	5%
513	Option Trading Volume Predicts Equity Returns	stocks	Equity	Global	Weekly	Option, Trading, Volume, Predicts, Equity, Returns	7.74%	10.03%
514	Combined Stock and CDS Momentum	stocks	Equity	United States	Monthly	Combined, Stock, CDS, Momentum	21.56%	24.09%
515	Natural Gas Futures Trading Based on Informed Traders Forecasts	futures	Commodity	Global	Intraday	Natural, Gas, Futures, Trading, Traders, Forecasts	8.40%	10%
516	International Carry Investing on the Yield Curve	forwards, futures, swaps	Bond	Global	Monthly	International, Carry Investing, Yield Curve	5.91%	N/A
517	Rank Effect for Commodities	CFDs, futures	Commodity	Global	Daily	Rank Effect, Commodities	23.20%	N/A
518	Timing the Small Cap Effect ver. 3	ETFs, stocks	Equity	United States	Monthly	Timing, Small Cap	5.42%	7.81%
519	Risk-Managed Industry Momentum	ETFs	Equity	Global	Monthly	Risk-Managed, Industry, Momentum	25.64%	32.15%
520	Abnormal Turnover Effect in the Stock Market	stocks	Equity	United States	Monthly	Abnormal, Turnover Effect, Stock Market	10.82%	10.45%
521	Volatility Investing Across Asset Classes	swaps	bonds, commodities, currencies, equities	Global	Monthly	Volatility, Investing, Across Asset Classes	19.90%	18.90%
522	Investor Sentiment and Momentum Effect in Currencies	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Investor Sentiment, Momentum Effect, Currencies	5.80%	10.36%
523	Spread Trading with ADRs	ETFs	Equity	United States	Daily	Spread Trading, ADRs	14%	16.35%
524	Portfolio Hedging Using VIX Options	ETFs, options	bonds, equities	United States	Monthly	Portfolio, Hedging, VIX Options	8.63%	8.44%
525	Pre-Earnings Announcement Drift	stocks	Equity	United States	Daily	Pre-Earnings, Announcement Drift	52.72%	43.83%
526	Timing Betting-Against-Beta (BAB) Anomaly	stocks	Equity	United States	Monthly	Timing, Betting-Against-Beta (BAB), Anomaly	22.35%	16.99%
527	Contrast Effect During the Earnings Announcements	stocks	Equity	United States	Daily	Contrast Effect, Earnings Announcements	15%	N/A
528	Earnings Announcement Seasonality Effect in Equities	stocks	Equity	United States	Daily	Earnings Announcement, Seasonality Effect, Equities	37.18%	N/A
529	Volatility-Adjusted Momentum in Corporate Bonds	bonds	Bond	United States	Monthly	Volatility-Adjusted, Momentum, Corporate Bonds	3.18%	3.06%
530	Cross-Sectional One-Month Equity ATM Straddle Trading Strategy	options	Equity	United States	Monthly	Cross-Sectional, One-Month Equity ATM Straddle, Trading Strategy	34.58%	12.70%
531	Cross-Sectional Six-Month Equity ATM Straddle Trading Strategy	options	Equity	United States	Monthly	Cross-Sectional Six Month Equity, ATM Straddle, Trading Strategy	31.32%	18.46%
532	Cross-Sectional Six- Minus One-Month Equity ATM Straddle Calendar Trading Strategy	options	Equity	United States	Monthly	Cross-Sectional Six- Minus One-Month Equity, ATM Straddle, Calendar Trading Strategy	36.84%	11.80%
533	Timing of Option Returns	options	Equity	United States	Daily	Timing, Option Returns	8.69%	3.11%
534	Expected Investment Growth within the Cross-section of Stocks Returns	stocks	Equity	United States	Monthly	Expected Investment, Growth, Cross-section, Stocks Returns	14.52%	18.62%
535	Halloween Effect During the Mid-Term Election Year	stocks	Equity	United States	Semi-yearly	Halloween, Election	13.24%	N/A
536	Opening Range Breakout within Crude Oil	futures	Commodity	United States	Intraday	Range, Breakout, Crude, Oil	9.77%	N/A
537	Global Cross-Asset Time Series Momentum in Bond and Equity Markets	ETFs, futures	bonds, equities	Global	Monthly	Global, Cross-Asset, Time, Series, Momentum, Bond, Equity, Markets	6.50%	10%
538	Impact of Macro News on PEAD Strategy	stocks	Equity	United States	Monthly	Impact, Macro, News, PEAD, Strategy	12.28%	N/A
539	Dynamic Momentum and Contrarian Trading	stocks	Equity	United States	Monthly	Dynamic, Momentum, Contrarian, Trading	21.74%	26.74%
540	Betting Against Correlation Effect	stocks	Equity	United States	Monthly	Betting, Against, Correlation, Effect	12.28%	13.20%
541	Commodity Option Implied Volatility Strategy	CFDs, futures	Commodity	Global	Monthly	Commodity, Implied, Volatility, Strategy	12.66%	18.48%
542	Mispricing of Equity Options With Different Time To Maturity	options	Equity	United States	Monthly	Mispricing, Equity, Time, Maturity	9.40%	N/A
543	The Tax Day Trade	CFDs, ETFs, futures	Equity	United States	Daily	Tax, Day, Trade	2.50%	N/A
544	Trading Options During Expiration Weekends	options	Equity	United States	Daily	Trading, Options, Expiration Weekends	21.26%	N/A
545	Effect of Corruption on FX Markets	CFDs, forwards, futures, swaps	Currency	United States	Yearly	Effect, Corruption, FX, Markets	6.04%	8.14%
546	Returns Signal Momentum	CFDs, futures	bonds, commodities, currencies, equities	Global	Monthly	Returns, Signal, Momentum	11.90%	12.30%
547	Time Series Reversal of Momentum on Futures	CFDs, futures	bonds, commodities, currencies, equities	Global	Monthly	Time, Series, Reversal, Momentum, Futures	24.40%	20.90%
548	US Sector Rotation with Five-Factor Fama-French Alphas	ETFs	Equity	United States	Monthly	US, Sector, Five-Factor, Fama-French, Alphas	11.07%	15.83%
549	ETF Creation/Redemption Activity and Return Predictability	ETFs	bonds, commodities, equities	United States	Monthly	ETF, Creation/Redemption, Activity, Return, Predictability	11.96%	19.84%
550	The Crisis Alpha Portfolio	ETFs	Bond	United States	Monthly	Crisis, Alpha, Portfolio	7.29%	5.04%
551	The Dollar Ahead of FOMC Target Rate Changes	CFDs, forwards, futures, swaps	Currency	United States	Daily	Dollar, FOMC, Target, Rate, Changes	7.17%	7.28%
552	Using Intensity of Book to Market to Identify Growth Premium	stocks	Equity	United States	Quarterly	Growth Premium	4.14%	15.89%
553	Monthly Reversal and/or Momentum Based on Intraday Returns	stocks	Equity	United States	Monthly	Monthly, Reversal, Momentum, Intraday, Returns	5.12%	9.21%
554	Connected-Stocks Momentum Portfolio	stocks	Equity	United States	Monthly	Momentum	11.22%	19.28%
555	Trend Following Trading Strategies for Currencies	CFDs, cryptos, forwards, futures, swaps	cryptos, currencies	Global	Daily	Trend	12.25%	22.90%
556	Idiosyncratic Commodity Momentum	CFDs, futures	Commodity	Global	Monthly	Idiosyncratic, Momentum	17.50%	29.42%
557	Small Industry Premia	ETFs, stocks	Equity	Global	Monthly	Industry, Premia	14.03%	12.09%
558	Technology Momentum	stocks	Equity	United States	Monthly	Technology, Momentum	8.60%	18.17%
559	Trading the Crude Oil Term Structure	ETFs, futures	Commodity	United States	Weekly	Crude Oil, Term Structure	5.40%	7.10%
560	Timing S&P500 Using a Large Set of Forecasting Variables	CFDs, ETFs, funds, futures	Equity	United States	Monthly	Timing, Forecasting	16.60%	16.60%
561	Daily Box Office Earnings and Aggregate Stock Returns	CFDs, ETFs, funds, futures	Equity	United States	Daily	Box Office, Earnings	27.13%	N/A
562	Timing S&P500 Using Full vs. Partial Employment	CFDs, ETFs, funds, futures	bonds, equities	United States	Monthly	Timing, Employment	11.38%	11.05%
563	Betting Against Alpha	stocks	Equity	United States	Yearly	Alpha	0.24%	36.48%
564	Earnings Acceleration Effect in Stocks	stocks	Equity	United States	Daily	Earnings, Acceleration	23.87%	13.81%
565	Value-Growth Timing	stocks	Equity	United States	Monthly	Value, Growth, Timing	6.42%	20.62%
566	Supply Chain Based Equity Strategy	stocks	Equity	Global	Monthly	Supply Chain	34.84%	58.68%
567	Trading Based on Levered ETFs Speculation Sentiment	stocks	Equity	United States	Monthly	Sentiment	12.28%	19.49%
568	Style Concentration and Stock Returns	stocks	Equity	United States	Monthly	Style, Concentration	9.82%	12.26%
569	Political Uncertainty and Commodity Prices	CFDs, ETFs, forwards, futures, swaps	Commodity	Global	Quarterly	Politics	6.40%	N/A
570	Cross-Section of Stock Returns Predicted by Commitment of Traders Information	stocks	Equity	United States	Weekly	Commitment of Traders Information	19.21%	28.57%
571	Trading Futures Using Basis Indicator	CFDs, futures	bonds, commodities, currencies, equities	Global	Monthly	Basis Indicator	3.78%	7.67%
572	Time-Series Momentum Factor in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Carry Factor, Blockchain	6.30%	8.10%
573	Carry Factor in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Carry Factor, Blockchain	16.40%	7.50%
574	Value Factor in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Value Factor, Blockchain	8%	7.10%
575	Blended Factors in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Cryptocurrency	38.30%	13.20%
576	The 52-Week High and Short-Term Reversal in Stock Returns	stocks	Equity	United States	Monthly	52-Week High, Reversal	19.60%	30.61%
577	Moving Average Strategies for Cryptocurrencies	cryptos	Crypto	Global	Daily	Moving Average, Cryptocurrencies	10.03%	4.97%
578	Time-Series Momentum and Carry	CFDs, futures	bonds, commodities, currencies, equities	Global	Monthly	Time-Series, Momentum, Carry	9.20%	10%
579	Weather-Based Equity Trading Strategy	ETFs, futures	Equity	Global	Daily	Weather	16.78%	23.31%
580	Enhanced Betting Against Beta Strategy in Equities	stocks	Equity	United States	Monthly	Beta	24.15%	27.61%
581	Moving Averages Distance Strategy in Equities	stocks	Equity	United States	Monthly	Moving Average	8.35%	18.31%
582	Implied Skewness Strategy in Commodities	CFDs, futures	Commodity	Global	Daily	Skewness	17.21%	28%
583	Cryptomarket Discounts	cryptos	Crypto	Global	Daily	Discounts	17.82%	3.28%
584	Lottery Stocks and the 52-Week High	stocks	Equity	United States	Monthly	Lottery	18.58%	19.25%
585	The Conservative Formula	stocks	Equity	United States	Quarterly	Conservative	15.10%	16.50%
586	Intraday Market-Wide Ups/Downs and Returns	CFDs, ETFs, futures	Equity	United States	Intraday	Intraday	23.75%	31.56%
587	Oil Surprise Factor in Equities	stocks	Equity	United States	Quarterly	Oil	6.29%	10.66%
588	Curvature Factor in Currencies	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Curvature	2.64%	6.70%
589	Sales Seasonality Premium	stocks	Equity	United States	Monthly	Sales, Seasonality	8.73%	12.36%
590	When to Own Stocks and When to Own Gold	CFDs, ETFs, futures	commodities, equities	United States	Yearly	Stock, Gold	10%	14%
591	Accruals Momentum	stocks	Equity	United States	Yearly	Accruals, Momentum	9.94%	11.10%
592	Lame-Duck CEOs	stocks	Equity	United States	Monthly	CEO	11.35%	14.71%
593	When Short Sellers and Corporate Insiders Agree on Stock Pricing	stocks	Equity	United States	Quarterly	Short, Corporate Insider	10.60%	19.83%
594	Accruals Effect Combined with Price Momentum	stocks	Equity	United States	Monthly	Accruals, Momentum	10.43%	10.82%
595	Carry On – Enhanced Carry Strategy	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Carry	2.03%	2.47%
596	International Volatility Arbitrage	options	Equity	Global	Monthly	International, Volatility, Arbitrage	16.38%	8.93%
597	Cross-Sectional Seasonalities in International Government Bond Returns	futures	Bond	Global	Monthly	Seasonality	5.41%	11.07%
598	Alpha Momentum in Country and Industry Equity Indexes	ETFs, futures	Equity	Global	Monthly	Alpha, Momentum, Industry	6.30%	20.02%
599	Using VIX to Time Options Writing	ETFs, options	Equity	United States	Monthly	VIX	10.88%	11.36%
600	Cash-Based Operating Proﬁtability	stocks	Equity	United States	Yearly	Proﬁtability	5%	11%
601	Timing Betting Against Beta with Small Stocks	stocks	Equity	Global	Monthly	Beta	22.42%	19.87%
602	Cointegrated Cryptocurrency Portfolios	CFDs, cryptos, forwards, futures, swaps	Crypto	Global	Daily	Cointegration, Cryptocurrency	42.68%	N/A
603	Trading Volume in Cryptocurrency Markets and Reversals	CFDs, cryptos	Crypto	Global	Daily	Trading Volume, Reversal	41.18%	7.84%
604	The Impact of Turnovers on Short-Term Momentum and Reversal	stocks	Equity	United States	Monthly	Turnover, Momentum, Reversal	9.51%	N/A
605	Halloween Effect during Low and High CAPE Months	CFDs, ETFs, funds, futures	Equity	United States	Semi-yearly	Halloween Effect, CAPE	12.24%	17.78%
606	Buy-Side Competition and Momentum Profits	stocks	Equity	United States	Monthly	Buy-Side, Momentum	14.27%	22.98%
607	12 Month Seasonal Reversals	stocks	Equity	United States	Monthly	Reversal	5.54%	8.07%
608	Patent-to-Market Equity Factor	stocks	Equity	United States	Yearly	Patent, Market	5.91%	11.70%
609	Sovereign CDS Predicts FX Market Return	CFDs, futures	Currency	Global	Monthly	Sovereign CDS	4.84%	5.92%
610	Using Baltic Dry Index to Trade Tanker Shipping Companies	stocks	Equity	Global	Monthly	Baltic Dry Index, Shipping	3.86%	N/A
611	Analyst Days	stocks	Equity	United States	Daily	Analyst	18.30%	24.82%
612	Momentum and the Firm Fundamental Cycle	stocks	Equity	United States	Quarterly	Momentum, Fundamental	8.80%	6.82%
613	Geographical Country Momentum	ETFs, stocks	Equity	Global	Monthly	Geographical, Momentum	12.69%	19.83%
614	Earnings Response Elasticity	stocks	Equity	United States	Daily	Earnings, Elasticity	8.50%	17.15%
615	The Value Uncertainty Premium	stocks	Equity	United States	Monthly	Value, Uncertainty	12.01%	14.62%
616	Industry Herding and Momentum	ETFs, funds, stocks	Equity	United States	Monthly	Herding, Momentum	14.43%	30.70%
617	Long-Run Reversal in Commodity Returns	CFDs, futures	Equity	Global	Yearly	Reversal	16.03%	19.37%
618	Impact of Overnight Returns and Daytime Reversals to Future Stock Returns	stocks	Equity	United States	Monthly	Reversal	5.28%	6.43%
619	1 Month Momentum in Bonds	futures, swaps	Bond	Global	Monthly	Momentum	6.04%	9.69%
620	1 Month Momentum in International Equities	CFDs, ETFs, futures	Equity	United States	Monthly	Momentum, International	16.21%	20.38%
621	1 Month Momentum in Commodities	CFDs, futures	Commodity	Global	Monthly	Momentum	21.12%	20.86%
622	CAPE Sector Picking Strategy	ETFs, funds	Equity	Global	Monthly	CAPE	14.23%	17.98%
623	Volatility-Weighted Short-Term Reversal Strategy in Emerging Market Equities	ETFs, funds	Equity	Emerging Markets	Monthly	Volatility, Reversal	6.14%	9.10%
624	Intraday Momentum in the Indian Equity Market	futures	Equity	India	Intraday	Momentum	12.36%	12.81%
625	Investment-Momentum Strategy	stocks	Equity	United States	Semi-yearly	Investment, Momentum	8.99%	11.66%
626	Computing Power Factor in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Computing Power	15.60%	10.82%
627	Network Size Factor in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Network	15.60%	10.82%
628	Price Overreactions in the Forex	CFDs, forwards, futures, swaps	Currency	United States	Intraday	Overreaction, Merger, Acquisition, Announcements	4.78%	6.30%
629	A Multi Strategy Approach to Trading Foreign Exchange Futures	CFDs, forwards, futures, swaps	Currency	United States	Monthly	Foreign Exchange	9.76%	9.30%
630	Optimalized Subportfolio Momentum	ETFs	Equity	United States	Monthly	Momentum	19.80%	23.25%
631	US Equity Tail Risk and Currency Risk Premia	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Tail Risk	4.57%	8.16%
632	The Equity Differential Factor in Currencies	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Differential	1.90%	3.10%
633	The Value Spread and Asset Allocation in Global Equity Markets	ETFs	Equity	Global	Monthly	Asset Allocation	5.91%	6.37%
634	Front-Running S&P GSCI Index	CFDs, futures	Commodity	United States	Daily	GSCI Index	11.10%	18.05%
635	Intraday Momentum in Crude Oil ETF	ETFs	Commodity	Global	Intraday	Momentum	1.85%	N/A
636	Taylor Rule and FX Returns	CFDs, futures	Currency	Global	Monthly	Taylor	6.16%	7.61%
637	Value Factor After Negative Market Return	ETFs, stocks	Equity	United States	Monthly	Value	3.68%	3.45%
638	Hazard Fear in Commodity Markets	CFDs, futures	Commodity	Global	Weekly	Hazard Fear	9.28%	10.30%
639	Fundamental Strength and the 52-Week High Anomaly	stocks	Equity	United States	Semi-yearly	Fundamental, Anomaly	12.68%	21.06%
640	Logistic Regression and Momentum-Based Trading Strategy	CFDs, ETFs, futures	Equity	United States	Daily	Logistic Regression, Momentum	8.60%	14%
641	Short Selling the Issuer’s Stock in the Convertible Bond Arbitrage	stocks	Equity	Global	Daily	Short Selling, Convertible Bond	2.25%	4.47%
642	Flight to Quality Factor in Fixed Income	CFDs, futures	Bond	Global	Daily	Quality	2.80%	8.20%
643	Unemployment Gap Factor in Fixed Income	CFDs, futures	Bond	Global	Monthly	Unemployment	1.30%	10.10%
644	Growth Gap Factor in Fixed Income	CFDs, futures	Bond	Global	Quarterly	Growth	1%	9.99%
645	Reversal – Yield Change Factor in Fixed Income	CFDs, futures	Bond	Global	Monthly	Reversal	1.70%	10%
646	Machine Learning Adaptive Portfolio Asset Allocation	ETFs	bonds, commodities, equities, REITs	Global	Monthly	Machine Learning	10.07%	10.13%
647	Time Series Momentum Strategies Using Deep Neural Networks	CFDs, futures	bonds, commodities, currencies, equities	Global	Daily	Time Series, Momentum, Neural Networks	14.10%	15.40%
648	Nonlinear Support Vector Machines and Stock Picking	stocks	Equity	Global	Quarterly	Support Vector Machine	21.92%	12.79%
649	Timing High and Low Volatility Equity Factor Strategy	stocks	Equity	United States	Monthly	Volatility	17.20%	17.70%
650	Momentum Stock Picking Strategy Using RSI Indicator	stocks	Equity	United States	Daily	Momentum, RSI	2.29%	N/A
651	End-of-Month Treasury Returns	bonds, CFDs, ETFs, forwards, futures, swaps	Bond	Global	Daily	Treasury	3.96%	7.65%
652	Machine Learning and Currency Carry Strategy	CFDs, forwards, futures, swaps	Currency	Global	Monthly	Machine Learning, Carry	8.06%	12.80%
653	Market Breadth in Global Equities	ETFs	Equity	Global	Monthly	Market Breadth	20.76%	21.69%
654	Price Gap Strategy in the US Stock Market	CFDs, ETFs, futures	Equity	United States	Daily	Price Gap	5.90%	N/A
655	Brand Value Asset Pricing Factor	stocks	Equity	United States	Monthly	Brand	11.95%	16.73%
656	Equity Momentum Leads Corporate Bonds	bonds	Bond	United States	Monthly	Momentum	3.50%	4.30%
657	Trend-Following and Spillover Eﬀect	CFDs, forwards, futures, swaps	bonds, currencies, equities	Global	Weekly	Trend-Following, Spillover	3.20%	4.80%
658	Bitcoin Intraday Momentum	cryptos	Crypto	Global	Intraday	Bitcoin, Momentum	28.62%	30.26%
659	Dynamic Momentum Strategy	stocks	Equity	United States	Monthly	Momentum	6.11%	10%
660	Conglomerates Post-Earnings Announcement Drift	stocks	Equity	United States	Daily	Post-Earnings Announcement Drift	16.40%	N/A
661	Macroeconomic Announcement Beta Strategy	stocks	Equity	United States	Daily	Macroeconomic, Announcement, Beta	10.37%	8.79%
662	Macroeconomic Announcement Beta Reversal	stocks	Equity	United States	Daily	Macroeconomic, Announcement, Beta, Reversal	7.76%	9.02%
663	Jump-Only Momentum and Reversal in Currency Markets	CFDs, forwards, futures	Currency	Global	Monthly	Momentum, Reversal	8.83%	9.10%
664	Cross-Asset Skewness Effect	CFDs, futures	bonds, commodities, currencies, equities	Global	Monthly	Skewness	3.50%	4.86%
665	Return Cross-Predictability in Firms with Similar Employee Satisfaction	stocks	Equity	United States	Monthly	Employee Satisfaction	12.95%	15.11%
666	Offshore Sales Networks	stocks	Equity	United States	Monthly	Sales	14.99%	23.03%
667	Speculator Spreading Pressure and the Commodity Futures Risk Premium	CFDs, futures	Commodity	Global	Monthly	Commodity, Futures	21.19%	24.42%
668	Generalised Risk-Adjusted Momentum in Commodities	CFDs, futures	Commodity	United States	Monthly	Momentum	10.10%	17.40%
669	Generalised Risk-Adjusted Momentum in Equity Indexes	CFDs, ETFs, futures	Equity	Global	Monthly	Momentum	12.70%	19.90%
670	Generalised Risk-Adjusted Momentum in Stocks	stocks	Equity	Europe	Monthly	Momentum	30.30%	23%
671	Machine Learning-Based Financial Statement Analysis	stocks	Equity	United States	Daily	Machine Learning, Financial Statement	47.47%	18%
672	Holding Artificial VIX in a Portfolio	CFDs, ETFs, futures, options	Equity	United States	Monthly	VIX	10.10%	15.20%
673	Inteligent Currency Multistrategy	CFDs, futures	Currency	Global	Monthly	Currency, Delta-Hedging, Strategy	3.96%	3.46%
674	Forecasting Index Changes in the German DAX Family	stocks	Equity	Europe	Daily	DAX	5.61%	6.76%
675	The Serial Dependence of the Commodity Futures Returns	CFDs, futures	Commodity	United States	Monthly	Commodity	15.15%	16.24%
676	Toxical Releases and Stock’s Performance	stocks	Equity	Global	Yearly	Toxical Release	4.51%	10.50%
677	Credit Rating Announcements from Issuer- versus Investor-Paid Rating Agencies and Stock Returns	stocks	Equity	United States	Monthly	Credit Rating, Announcements	22.04%	13.20%
678	Mean-Variance Market Timing in the FX Market	forwards, futures, swaps	Currency	Global	Monthly	Mean-Variance	7.44%	8.12%
679	Stock Picking of ETF Constituents	stocks	Equity	United States	Daily	ETF	18%	N/A
680	Combining VIX Futures Term Structure Strategy and S&P500 Index	CFDs, ETFs, futures	Equity	United States	Daily	VIX, Term Structure	23.58%	19.92%
681	Lazy Stock Prices	stocks	Equity	United States	Monthly	Lazy	18.58%	26.72%
682	Pre-Election Drift In the Stock Market	CFDs, ETFs, funds, futures	Equity	United States	Daily	Pre-Election	2.46%	N/A
683	The Impact of Linkedin Data about Employees on Stock Returns	stocks	Equity	United States	Monthly	LinkedIn	5.41%	4.88%
684	Overlapping Momentum Portfolios	stocks	Equity	United States	Yearly	Momentum	7.47%	17.73%
685	Pro-Cyclical Stocks and Expected Future Economic Conditions	stocks	Equity	United States	Monthly	Idiosyncratic, Momentum	24.32%	47.44%
686	Option-to-Futures Volume in Commodities	CFDs, futures	Commodity	Global	Weekly	Option, Futures	15.29%	N/A
687	Using Machine Learning to Pick the Right Combination of Risky and Risk-Free Asset	CFDs, ETFs, funds, futures	bonds, equities	United States	Monthly	Machine Learning	16.54%	10.90%
688	Monetary (FOMC) Momentum in Stocks	CFDs, ETFs, futures	Equity	United States	Daily	FOMC, Momentum	9.02%	10.56%
689	Value in Anomalies	stocks	Equity	United States	Yearly	Value	10.27%	9.68%
690	ETF Momentum	ETFs	Equity	United States	Monthly	ETF, Momentum	16.08%	25.78%
691	Interest Rate Momentum in Global Yield Curves	futures, swaps	Bond	Global	Daily	Interest Rate, Momentum	2.42%	4.18%
692	Carry Factor in Emerging Market Debt	swaps	Bond	Emerging Markets	Monthly	Carry	3.80%	11.20%
693	Defensive Factor in Emerging Market Debt	swaps	Bond	Emerging Markets	Monthly	Defensive	3.60%	10.50%
694	Momentum Factor in Emerging Market Debt	swaps	Bond	Emerging Markets	Monthly	Momentum	5.40%	8.50%
695	Value Factor in Emerging Market Debt	swaps	Bond	Emerging Markets	Monthly	Value	3.70%	10.20%
696	Systematic Investing in Emerging Market Debt	bonds	Bond	Emerging Markets	Monthly	Systematic	8.40%	8.40%
697	Volatility Risk Premium in Commodities	options	Commodity	Global	Monthly	Volatility	6.10%	5.20%
698	Volatility Risk Premium in Currencies	options	Currency	Global	Monthly	Volatility	1.20%	1.70%
699	Exploring Core Earnings with Alternative Data	stocks	Equity	United States	Yearly	Earnings	8.40%	13.36%
700	S&P500 Futures Return During the EU-Open Period	CFDs, futures	Equity	United States	Intraday	EU	2.58%	4.71%
701	Factor Momentum	stocks	Equity	United States	Monthly	Momentum	10.49%	15.28%
702	Cheap Options Are Expensive	options	Equity	United States	Monthly	Option	32.32%	13.32%
703	Savings Rate Beta and Performance of Stocks	stocks	Equity	United States	Monthly	Savings Rate, Beta	7.96%	7.19%
704	Predicting Intraday Returns with Machine Learning methods	stocks	Equity	United States	Intraday	Machine Learning	194.32%	24.96%
705	Retail Trading and Momentum Profitability	stocks	Equity	United States	Monthly	Momentum, Profitability	14.04%	19.22%
706	Bear Market Risk and Hedge Fund Returns	funds	Equity	United States	Monthly	Hedge Fund	10.95%	8.58%
707	Interest Rate Differentials and the Dynamic Asymmetry in USD/EUR pair	CFDs, futures	Currency	Global	Daily	Interest Rate, Momentum	5.32%	10%
708	Predicting Bond Returns with Equity Return	bonds, futures	Bond	Global	Monthly	Equity Return	3.80%	10%
709	Predicting Bond Returns with Commodity Index	bonds, futures	Bond	Global	Monthly	Commodity Index	4.40%	10%
710	Predicting Bond Returns with a Combined Model	bonds, futures	Bond	Global	Monthly	Bond	8.70%	10%
711	Lottery Stocks and Past Performance	stocks	Equity	United States	Monthly	Lottery	28.78%	23.38%
712	Global Dollar Risk Strategy	CFDs, futures	Currency	Global	Monthly	Dollar, FOMC, Target, Rate, Changes	4.26%	7.69%
713	ESG, Price Momentum and Stochastic Optimization	stocks	Equity	United States	Monthly	ESG, Momentum, Stochastic	17.47%	13.49%
714	DRIPs and Falling Stock Prices	ETFs, futures, stocks	Equity	United States	Daily	DRIPs	27.01%	34.14%
715	Deviations of Fundamentals and Machine Learning	stocks	Equity	United States	Monthly	Fundamentals, Machine Learning	9.87%	12.45%
716	Double-Sorting all Possible Strategies	stocks	Equity	United States	Monthly	Stock, Gold	38.64%	28%
717	Principal Portfolios	stocks	Equity	United States	Monthly	Principal	7.20%	10%
718	Employee Satisfaction, ESG and Stock Returns	stocks	Equity	United States	Monthly	Employee Satisfaction, ESG	5.83%	N/A
719	Equity Factors and Corporate Bonds	bonds	Bond	United States	Monthly	Corporate Bond	6.61%	11.27%
720	Identifying Smart Money with Options	stocks	Equity	Global	Daily	Option	13.87%	8.10%
721	Jump Risk in Stocks	stocks	Equity	United States	Monthly	Stock	8.90%	17.21%
722	Global Bond Portfolio Predicts Government Bonds Returns in Individual Countries	bonds, ETFs, futures	Bond	Global	Monthly	Government	3.90%	15.26%
723	Minimum Idiosyncratic Returns in Stocks	stocks	Equity	United States	Monthly	Idiosyncratic, Momentum	7.83%	15.38%
724	FOMC Cycle and Credit Risk	CDS	Bond	United States	Weekly	Idiosyncratic, FOMC, Credit Risk	8.89%	14.87%
725	Time Series Factor Momentum	stocks	Equity	United States	Monthly	Time Series, Momentum	12%	14.29%
726	Idiosyncratic Liquidity in Stocks	stocks	Equity	United States	Monthly	Idiosyncratic, Liquidity	11.09%	11.30%
727	Machine Learning Stock Picking	CFDs, stocks	Equity	United States	Weekly	Machine Learning	18.70%	24.20%
728	Oil Intraday Momentum	CFDs, ETFs, futures	Commodity	Global	Intraday	Oil, Momentum	21.36%	N/A
729	Historical and Implied Volatility in FX Options	options	Currency	Global	Monthly	Volatility	19.08%	24.14%
730	Semivariance and Time Series Momentum in Futures	futures	Commodity	China	Daily	Time Series, Momentum	19.11%	10.80%
731	News and Non-news Returns in Stocks	stocks	Commodity	United States	Daily	News	20.98%	16.18%
732	Committee Portfolio Selection	ETFs	bonds, equities, REITs	United States	Monthly	Committee	N/A	N/A
733	Dividend Stocks and Rising or Falling Interest Rates	stocks	Equity	United States	Monthly	Dividend, Interest Rates	7.34%	22.23%
734	Impact of intangible assets on B/M	stocks	Equity	United States	Yearly	Intangible Assets, B/M	10.95%	15.22%
735	Predictability in USD/CNH FX pair	CFDs, futures	Currency	China	Daily	Predictability, USD/CNH	26.10%	4%
736	Implied Volatility Spreads and Expected Market Returns in S&P500	CFDs, ETFs, futures	bonds, equities	United States	Daily	Implied Volatility	11.09%	14.43%
737	Return Predictability in Firms with Complex Ownership Network	stocks	Equity	Global	Monthly	Firm	13.08%	11.15%
738	The Intraday Momentum in China	stocks	Equity	China	Monthly	Momentum, China	36.87%	23.50%
739	Basis Momentum Commodity Premia in China	futures	Commodity	China	Monthly	Momentum	7.93%	10.06%
740	Carry Commodity Premia in China	futures	Commodity	China	Monthly	Carry, China	8.07%	9.94%
741	Momentum Commodity Premia in China	futures	Commodity	China	Monthly	Momentum, China	8.99%	12.05%
742	Betting against beta in China	stocks	Equity	China	Monthly	Beta	12.54%	32.67%
743	Cross-sectional Effects of Bases in Equity Indexes Futures	futures	Commodity	Global	Monthly	Equity Index	5.84%	6.97%
744	Size factor in China	stocks	Equity	China	Monthly	Size factor, China	13.08%	15.66%
745	Value factor in China	stocks	Equity	China	Monthly	Value factor, China	14.57%	12.99%
746	Long-Term Institutional Trades and the Cross-Section of Returns	stocks	Equity	United States	Quarterly	Stock	8.24%	11.04%
747	Profitability Factor in Chinese Equities	stocks	Equity	China	Monthly	Profitability Factor, China	N/A	N/A
748	Quality Strategy in the Indian Market	stocks	Equity	India	Quarterly	Quality, India	13.23%	12.28%
749	Jump Risk in Commodities	futures	Commodity	Global	Monthly	Commodity	4.63%	14.89%
750	The Cross-Section of Non-Professional Analyst Skill	stocks	Equity	United States	Monthly	Analyst Skill	12.42%	18.69%
751	Large cap US Corporate Bond Short Term Reversal	bonds	Bond	United States	Weekly	Large cap, US Corporate Bond, Reversal	12.18%	3.70%
752	Betting On and Against the Right Semibetas	stocks	Equity	United States	Monthly	China	9.76%	9.30%
753	Currency Factor Momentum	CFDs, futures	Currency	Global	Monthly	Currency Factor, Momentum	4.90%	6.42%
754	Intraday Momentum in Fixed Income	CFDs, futures	Bond	Global	Intraday	Momentum, Fixed Income	2.16%	1.33%
755	The Ex-dividend Date in the European Market	stocks	Equity	Europe	Daily	Ex-dividend Date	1.80%	N/A
756	Multi Asset Pairs Momentum	bonds, ETFs, futures, stocks	bonds, commodities, equities, REITs	Global	Monthly	Multi Asset, Momentum	5.30%	8.10%
757	Low-risk Anomaly Index	stocks	Equity	United States	Monthly	Anomaly Index	9.25%	29.40%
758	Momentum effect in Chinese B-shares	stocks	Equity	China	Monthly	Momentum, China	14.72%	16.59%
759	Intraday Time-series Momentum in Chinese Futures	futures	Commodity	China	Intraday	Time-series, Momentum, China	11.92%	N/A
760	Corporate Bond Value Strategy	bonds	Bond	United States	Monthly	Corporate Bond, Value	4.94%	5.81%
761	Post Seasoned Equity Offering Returns in China	stocks	Equity	China	Semi-yearly	China	12.36%	11.98%
762	The Low Volatility Anomaly in Equity Sectors	stocks	Equity	Global	Monthly	Volaility	6.96%	12.55%
763	Momentum and High Accruals	stocks	Equity	United States	Monthly	Momentum, Accrual, Momentum	11.22%	15.03%
764	Oil Volatility Affects Industry Momentum in China	stocks	Equity	China	Monthly	China, Volatility, Momentum	62.88%	38.23%
765	Momentum and Low Risk Effects in India	stocks	Equity	India	Monthly	India, Momentum Effect	10.84%	N/A
766	Boosted Regression Trees in Corporate Bonds	bonds	Bond	United States	Monthly	Corporate Bonds	4.21%	2.46%
767	Surprise in Short Interest	stocks	Equity	United States	Monthly	Short Interest	4.24%	7.24%
768	Variance Scaled Momentum in Emerging Markets	stocks	Equity	Emerging Markets	Monthly	Momentum	17.21%	9.74%
769	Capturing Energy Risk Premia	futures	Commodity	United States	Monthly	Energy	12.38%	13.75%
770	Equity Index and Risk-free Asset Allocation Using Neural Networks	bonds, ETFs, futures	bonds, equities	United States	Quarterly	Equity Index, Asset Allocation, Neural Networks	11.71%	19.34%
771	Carbon Risk in the Cross Section of Corporate Bond Returns	bonds	Bond	United States	Yearly	Carbon	1.81%	1.94%
772	Bond Returns Around Italian and German Treasury Auctions	bonds	Bond	Europe	Intraday	Treasury Auctions	2.01%	0.92%
773	Return Seasonality and Information Cycle	stocks	Equity	United States	Monthly	Seasonality	12.95%	14.74%
774	Trend Factor in China	stocks	Equity	Global	Monthly	Trend, China	15.40%	19.66%
775	Genetic Programming Predicts Stock Returns	stocks	Equity	United States	Monthly	Genetic Programming	8.99%	11.29%
776	Investor Meetings in China Predicts Stock Returns	stocks	Equity	China	Monthly	China	8.08%	7.07%
777	Cross-Border M&A and Currency Returns	CDS, futures	Currency	Global	Monthly	M&A	4.59%	5.43%
778	Order Imbalances at Closing Auctions and Subsequent Reversals	stocks	Equity	United States	Weekly	Closing Auction, Reversal	N/A	N/A
779	Machine Learning and Earnings Announcements	stocks	Equity	United States	Daily	Machine Learning, Earnings Announcements	11.63%	8.16%
780	Volatility effect in the Chinese A-share market	stocks	Equity	China	Monthly	Volatility. China	10.60%	21.20%
781	Value in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Value, Cryptocurrencies	N/A	N/A
782	Size in Cryptocurrencies	cryptos	Crypto	Global	Weekly	Size, Cryptocurrencies	134.20%	70.31%
783	Notional Value Effect in Futures Markets	futures	bonds, commodities, currencies, equities	Global	Daily	Notional Value	3.38%	4.74%
784	Editor Preference and Stock Returns	stocks	Equity	United States	Monthly	Editor	12.68%	17.60%
785	Idiosyncratic Tail Risk	stocks	Equity	United States	Monthly	Idiosyncratic, Tail Risk	8.21%	9.71%
786	Lottery and Hot Potato Stocks	stocks	Equity	United States	Monthly	Lottery, Hot Potato	17.89%	17.04%
787	Barbell Strategy	bonds, ETFs, options	bonds, equities	Global	Quarterly	Barbell	8.62%	6.85%
788	Break Risk Factor	stocks	Equity	United States	Monthly	Break	2.92%	10.33%
789	Learning to Rank and Cross-sectional Momentum	stocks	Equity	United States	Monthly	Rank, Momentum	35.90%	16.60%
790	Pure Growth Strategy	stocks	Equity	United States	Yearly	Growth	11.01%	17.78%
791	Slope Carry	bonds, ETFs, futures	Bond	Global	Monthly	Slope, Carry	6.17%	10.63%
792	Reversal on Straddles	options	Equity	United States	Monthly	Reversal, Straddle	49.71%	36.80%
793	Momentum on Straddles	options	Equity	United States	Monthly	Momentum, Straddle	114.83%	41.56%
794	Climate Change Exposure and the Cross Section of Stock Returns	stocks	Equity	United States	Monthly	Climate Change	5.13%	15.89%
795	Equity Momentum Spillover to Currencies	CFDs, forwards, futures	Currency	Global	Weekly	Momentum, Spillover	2.20%	7.10%
796	Intraday Reversal in China	stocks	Equity	China	Intraday	Reversal	126.34%	12.02%
797	Intraday Reversal in US	stocks	Equity	United States	Intraday	Reversal	22.42%	5.41%
798	Presidential Economic Approval Rating and the Cross-Section of Stock Returns	stocks	Equity	United States	Monthly	Economic, Approval Rating	14.16%	19.33%
799	Idiosyncratic Volatility in China	stocks	Equity	China	Monthly	Idiosyncratic, Volatility, China	14.02%	23.52%
800	Abnormal Turnover in China	stocks	Equity	China	Monthly	Abnormal Turnover, China	17.18%	22.16%
801	Seasonal Difference in China	stocks	Equity	China	Monthly	Seasonal Difference, China	11.35%	17.06%
802	Climate sentiment, carbon prices and Emission minus Clean Portfolio	stocks	Equity	United States	Monthly	Climate, Carbon	9.36%	12.71%
803	Machine Learning and Mutual Fund Characteristics	funds	Equity	United States	Monthly	Machine Learning, Mutual Fund	6.32%	12.85%
804	Output Gap Predicts FX Returns	CFDs, forwards, futures	Currency	Global	Monthly	FX	4.92%	6.83%
805	Earnings Announcement Beta	stocks	Equity	United States	Monthly	Earnings Announcement, Beta	7.70%	15.21%
806	Bond Yield Changes and the Cross Section of Equity Indices	ETFs, futures	Equity	Global	Monthly	Bond Yield, Equity Index	7.83%	15.31%
807	Trend Factor in Corporate Bonds	bonds	Bond	United States	Monthly	Trend, Corporate Bond	16.76%	7.58%
808	Long Term Time-series Momentum in India	futures, stocks	Equity	India	Weekly	Time-series, Momentum, India	16.02%	15.10%
809	Cross-sectional Intraday Sector Momentum in India	futures, stocks	Equity	India	Intraday	Momentum, India	27.46%	17.48%
810	Intraday Time-series Momentum in India	futures, stocks	Equity	India	Intraday	Time-series, Momentum, India	12.83%	12.95%
811	Quality Factor in Stocks	stocks	Equity	United States	Monthly	Quality Factor	12.20%	12.32%
812	Reference Prices and Bad News	stocks	Equity	United States	Daily	News	15.32%	9.49%
813	Global Imbalance Currency Factor	CFDs, forwards, futures	Currency	Global	Monthly	Currency	4.40%	6.43%
814	Image Recognition in Stock Price Charts Predicts Stock Returns	stocks	Equity	United States	Weekly	Image Recognition	12.11%	6.96%
815	Hedging Portfolio	bonds, ETFs, futures, options, stocks	bonds, commodities, currencies, equities	United States	Monthly	Hedging	8.03%	13.25%
816	Social Media Sentiment Factor	stocks	Equity	United States	Monthly	Social Media	3.70%	5.98%
817	Residual Credit Spread Predicts Corporate Bond Returns	bonds	Bond	United States	Monthly	Credit Spread, Corporate Bond	6.04%	4.36%
818	Machine Learning in Commodities	futures	Commodity	Global	Monthly	Machine Learning	6.81%	8.88%
819	US Climate Policy News and the Cross-section of Stocks	stocks	Equity	United States	Monthly	Climate, News	12.15%	16.79%
820	Classification of Stocks as Anomaly Longs	stocks	Equity	United States	Monthly	Stock	23.87%	17.38%
821	Liquidity Growth Factor	stocks	Equity	United States	Monthly	Liquidity, Growth	7.18%	11.29%
822	Chronological Return Ordering	stocks	Equity	Global	Monthly	Stock	12.01%	12.69%
823	Constituent Stock News Predict ETF Returns	ETFs	Equity	United States	Intraday	News	21.12%	9.82%
824	Machine Learning and Stock Anomalies in China	stocks	Equity	China	Monthly	Machine Learning, China	28.62%	14.30%
825	Age and Wealth Factors in Norwegian Stocks	stocks	Equity	Europe	Yearly	Age, Wealth	11.68%	21.02%
826	Short Selling Activity and Momentum	stocks	Equity	United States	Monthly	Short Selling, Momentum	15.66%	17.80%
827	Inventory Mispricing Predicts Oil Returns	futures	Commodity	Global	Intraday	Inventory	6.70%	10%
828	Climate Beta and Mutual Funds	funds	Equity	United States	Monthly	Climate, Beta, Mutual Fund	2.55%	2.27%
829	The Size Effect in Indian Market	stocks	Equity	Emerging Markets	Monthly	Size Effect, India	10.30%	25.64%
830	Cashflow to Price in Indian Market	stocks	Equity	Emerging Markets	Monthly	Cashflow, India	16.49%	28.83%
831	Dynamic Crude Oil Allocation in a Balanced Portfolio	ETFs, futures	bonds, commodities, equities, REITs	Global	Daily	Crude Oil	10%	10%
832	Cross-asset Time-series Momentum (Equities and Crude Oil)	ETFs, futures	bonds, equities	Global	Monthly	Time-series, Momentum, Crude Oil	11.03%	10.88%
833	Statistical Arbitrage With CNN and Transformer Networks	stocks	Equity	United States	Daily	Statistical Arbitrage, CNN, Transformer Networks	5.50%	5%
834	Post-Earnings-Annoucement Drift Using NLP on Earnings Calls	stocks	Equity	United States	Quarterly	Post-Earnings Annoucement Drift, NLP	16.53%	5.06%
835	Equity Duration	stocks	Equity	United States	Monthly	Duration	5.80%	16.50%
836	Mean Absolute Daily Return in Cryptos	cryptos	Crypto	Global	Weekly	Crypto	47.32%	22.46%
837	Scaled Volume in Cryptos	cryptos	Crypto	Global	Weekly	Volume, Crypto	16.80%	11.97%
838	Volatility Effect in Cryptos	cryptos	Crypto	Global	Weekly	Volatility Effect, Crypto	17.06%	25.56%
839	Predicting Informed Trading with Machine Learning	stocks	Equity	United States	Monthly	Machine Learning	4.65%	5.96%
840	Machine Learning Stock Analyst	stocks	Equity	United States	Monthly	Machine Learning	10.92%	14.38%
841	Similar Stock Short-term Momentum	stocks	Equity	United States	Monthly	Momentum	13.08%	18.86%
842	Momentum without the Crash Component	stocks	Equity	United States	Monthly	Momentum	15.12%	19.99%
843	Price Pressure During Top Dividend Days	ETFs, futures, stocks	Equity	United States	Daily	Dividend Day	2.43%	1.30%
844	Machine Learning for Extracting Pessimism from Newspaper Pictures and Text	bonds, ETFs	bonds, equities	Global	Monthly	Machine Learning, Newspaper	15.06%	15.82%
845	Portfolio Optimization with Nonlinear Risk Budgeting using Neural Network	ETFs	bonds, commodities, equities	Global	Monthly	Risk Budgeting, Neural Network	12.33%	8.84%
846	Betting Against Uncertainty Beta in Australia	Stocks	Equity	Global	Monthly	Beta, Australia	17.46%	13.03%
847	Robust Quality in Stocks	Stocks	Equity	Global	Quarterly	Quality	5%	6.40%
848	ESG in Currencies	CFDs, Forward, futures	Currency	Global	Monthly	ESG	3.62%	7.03%
849	Style-Integrated Portfolios of Commodity Futures	futures	Commodity	China	Monthly	Commodity	7.71%	8%
850	When Retail Investors Learn from Insiders	stocks	Equity	United States	Weekly	Insider	5.33%	2.59%
851	Idiosyncratic Asymmetry Factor in China	stocks	Equity	China	Monthly	Idiosyncratic, Asymmetry, China	10.20%	15.75%
852	Idiosyncratic Asymmetry in US Stocks	stocks	Equity	United States	Monthly	Idiosyncratic, Asymmetry, US, Stock	2.25%	6.03%
853	Volatility Risk Premium in Currencies 2	CFDs, forwards, futures	Currency	Global	Monthly	Volatility	4.95%	8.15%
854	Machine Learning Pairs Trading Strategy	stocks	Equity	United States	Monthly	Machine Learning	24.80%	9.20%
855	ESG Premium in Options	options, stocks	Equity	United States	Monthly	ESG	9.12%	3.06%
856	Growth Potential and Options Returns	options, stocks	Equity	United States	Monthly	Growth	17.60%	10.60%
857	Mispricing and Idiosyncratic Volatility Effect in Stocks	stocks	Equity	United States	Monthly	Mispricing, Idiosyncratic, Volatility	22.13%	17.32%
858	Inflation Volatility Risk and Corporate Bonds	bonds	Bond	United States	Monthly	Inflation, Volatility Corporate Bond	6.42%	13.47%
859	Investor Ambiguity in Equities	stocks	Equity	United States	Monthly	Ambiguity	5.03%	10.34%
860	Short-Term Reversal and High Uncertainty Periods	stocks	Equity	United States	Monthly	Reversal, Uncertainty	17.36%	20.61%
861	Betting Against Uncertainty Beta in US Hedge Funds	funds	Equity	United States	Monthly	Uncertainty, Beta, Hedge Fund	8.89%	14.24%
862	Systematic Trading of Municipal Bonds	bonds	Bond	United States	Daily	Municipal Bond	2.06%	1.38%
863	Carbon Emmision Intensity in Stocks	stocks	Equity	United States	Monthly	Carbon Emission, Stock	9.10%	N/A
864	Emotion Beta and US Equities	stocks	Equity	United States	Monthly	Emotion, Beta	6.68%	13.06%
865	Predictable Price Pressure Caused by Option Makers and Leveraged ETFs	stocks	Equity	United States	Intraday	Price, Leverage	6.21%	1.98%
866	Undervalued Stocks in China	stocks	Equity	China	Monthly	Stock	11.48%	20.94%
867	Overvalued Stocks in China	stocks	Equity	China	Monthly	Stock	15.94%	21.30%
868	Volatility Arbitrage Based on Breakeven Volatility	ETFs, options	Equity	United States	Daily	Volatility Arbitrage, Breakeven	6.68%	4.50%
869	Boosted Trees and Cryptocurrency Return Prediction	cryptos	Crypto	Global	Daily	Cryptocurrency	21.89%	9.42%
870	Stock Issuance Effect	stocks	Equity	United States	Yearly	Stock	6.17%	4.29%
871	Intangible Factor in US Equities	stocks	Equity	United States	Yearly	Intangible Assets	4.66%	8.87%
872	Relative Value Factor in US	stocks	Equity	United States	Monthly	Relative Value	11%	9.32%
873	Short Sellers and Cross-section of Country Indexes	futures	Equity	Global	Weekly	Short Selling, Country Index	13.22%	32.75%
874	Implied Asset Return Factor	stocks	Equity	United States	Monthly	Stock	5.91%	6.68%
875	Turn of the Month Effect in Cryptocurencies	cryptos, ETFs	Crypto	Global	Daily	Cryptocurrencies	29.83%	24.71%
		ASSET CLASS	MARKET	REGION	TRADING FREQUENCY	KEYWORD

Browse Strategies

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salut@quantbuffet.com

30 Raffles Pl, WeWork - Office Space & Coworking,
Singapore 048622

Browse Strategies

Subscribe to get a new strategy each day!

salut@quantbuffet.com

30 Raffles Pl, WeWork - Office Space & Coworking, Singapore 048622

30 Raffles Pl, WeWork - Office Space & Coworking,
Singapore 048622