Quant Strategy Library — Academic Backtests…

Showing 951–1000 of 1411

No.	Strategy name	Annualised return	Sharpe ratio	Region	Market	Asset class	Frequency	Plan	Collect	Link
951	Betting Against Uncertainty Beta in US Hedge Funds	6.00%	0.63	United states	Equity	Funds	Monthly	Paid	—	Open
952	Systematic Trading of Municipal Bonds	3.83%	0.69	United states	Bond	Bond	Daily	Paid	—	Open
953	Carbon Emmision Intensity in Stocks	8.75%	0.56	United states	Equity	Stocks	Monthly	Paid	—	Open
954	Emotion Beta and US Equities	7.89%	0.63	United states	Equity	Stocks	Monthly	Paid	—	Open
955	Predictable Price Pressure Caused by Option Makers and Leveraged ETFs	11.49%	0.73	United states	Equity	Stocks	Intraday	Paid	—	Open
956	Undervalued Stocks in China	6.00%	0.63	China	Equity	Stocks	Monthly	Paid	—	Open
957	Overvalued Stocks in China	1.67%	0.20	China	Equity	Stocks	Monthly	Paid	—	Open
958	Volatility Arbitrage Based on Breakeven Volatility	11.49%	0.73	United states	Equity	ETFs, Options	Daily	Paid	—	Open
959	Boosted Trees and Cryptocurrency Return Prediction	65.79%	1.14	Global	Crypto	Crypto	Daily	Paid	—	Open
960	Stock Issuance Effect	7.89%	0.63	United states	Equity	Stocks	Yearly	Paid	—	Open
961	Intangible Factor in US Equities	6.77%	0.74	United states	Equity	Stocks	Yearly	Paid	—	Open
962	Relative Value Factor in US	8.45%	0.47	United states	Equity	Stocks	Monthly	Paid	—	Open
963	Short Sellers and Cross-section of Country Indexes	3.63%	0.27	Global	Equity	Futures	Weekly	Paid	—	Open
964	Implied Asset Return Factor	8.48%	0.69	United states	Equity	Stocks	Monthly	Paid	—	Open
965	Turn of the Month Effect in Cryptocurencies	37.74%	0.89	Global	Crypto	Crypto, ETFs	Daily	Paid	—	Open
966	动量资产配置策略	5.90%	0.40	—	—	—	—	Paid	—	Open
967	财报逆转策略	1.44%	0.17	—	—	—	—	Paid	—	Open
968	净流动资产价值策略	7.89%	0.63	—	—	—	—	Paid	—	Open
969	市场季节性效应策略	8.50%	0.74	—	—	—	—	Paid	—	Open
970	FED模型策略	8.50%	0.74	—	—	—	—	Paid	—	Open
971	资产轮动策略	7.58%	0.69	—	—	—	—	Paid	—	Open
972	外汇套利交易策略	3.30%	0.27	—	—	—	—	Paid	—	Open
973	货币动量因子策略	3.30%	0.27	—	—	—	—	Paid	—	Open
974	价值因子策略-账面市值比	6.00%	0.63	—	—	—	—	Paid	—	Open
975	因子策略-小市值因子	6.77%	0.74	—	—	—	—	Paid	—	Open
976	ESG 因子动量策略	6.00%	0.63	—	—	—	—	Paid	—	Open
977	公司文件与股票回报的积极相似性	6.00%	0.63	—	—	—	—	Paid	—	Open
978	结合智能因子动量和市场投资组合策略	3.82%	0.36	—	—	—	—	Paid	—	Open
979	WTI/BRENT 价差策略	4.48%	0.31	—	—	—	—	Paid	—	Open
980	ESG 水平因子投资策略	6.00%	0.63	—	—	—	—	Paid	—	Open
981	比特币的隔夜季节性策略	55.46%	1.04	—	—	—	—	Paid	—	Open
982	空头利益效应策略（仅做多）	6.75%	0.47	—	—	—	—	Paid	—	Open
983	研发支出与股票回报策略	9.77%	0.63	—	—	—	—	Paid	—	Open
984	公司文件的词汇密度策略	7.89%	0.63	—	—	—	—	Paid	—	Open
985	资产增长效应策略	7.89%	0.63	—	—	—	—	Paid	—	Open
986	大宗商品偏度策略	-0.48%	0.07	—	—	—	—	Paid	—	Open
987	VIX贝塔因子策略	6.00%	0.63	—	—	—	—	Paid	—	Open
988	偏度因子策略	6.00%	0.63	—	—	—	—	Paid	—	Open
989	一种中国股票收益预测的机器学习方法	7.54%	0.58	—	—	—	—	Paid	—	Open
990	中国股票市场中的负ESG溢价	7.89%	0.63	—	—	—	—	Paid	—	Open
991	偏度和52周最高价	5.71%	0.39	—	—	—	—	Paid	—	Open
992	机器学习策略-加密货币收益的横截面	65.79%	1.14	—	—	—	—	Paid	—	Open
993	中国零售股权逆转策略	1.67%	0.20	—	—	—	—	Paid	—	Open
994	中国股市的锚定偏见因素策略	6.77%	0.74	—	—	—	—	Paid	—	Open
995	新闻情绪与股票回报 - BERT 机器学习模型	7.89%	0.63	—	—	—	—	Paid	—	Open
996	用期权Gamma来预测股票回报	6.00%	0.63	—	—	—	—	Paid	—	Open
997	Delta对冲的空头跨式比特币策略	37.74%	0.89	—	—	—	—	Paid	—	Open
998	A股新闻相关动量策略	6.77%	0.74	—	—	—	—	Paid	—	Open
999	股票的动量波动率转换策略	6.00%	0.63	—	—	—	—	Paid	—	Open
1000	股票每日动量策略	6.93%	0.62	—	—	—	—	Paid	—	Open

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