Strategy Catalog

3.4 PLUGIN

Low-Volatility Anomaly

Strategy 3.4: Long low-vol stocks, short high-vol stocks

stocks anomaly

4.3 PLUGIN

R-Squared

Strategy 4.3: Trade low R-squared ETFs for idiosyncratic alpha

etf anomaly

15.3 PLUGIN

Distress Risk Puzzle

Strategy 15.3: Long safest, short riskiest firms -- the distress anomaly

distressed anomaly

15.3.1 PLUGIN

Distress Risk Management

Strategy 15.3.1: Vol-targeted distress risk puzzle

distressed anomaly