Skip to main content

Multi-Factor

Combine, rank and weight multiple signals into a sturdier factor model. Research on multi-factor and quantitative ranking strategies and how factors complement each other.

Annual return
Post-Earnings Announcement Drift Strategy: A US Earnings Surprise Backtest (2016-2026)
Deep dive

Post-Earnings Announcement Drift Strategy: A US Earnings Surprise Backtest (2016-2026)

Do stocks really keep drifting after an earnings beat

Annual return 39.5% Sharpe 1.57 U.S.
Read research
Quality Value Investing Strategy Backtest: Three US Fundamental Factors, One Verdict
Deep dive

Quality Value Investing Strategy Backtest: Three US Fundamental Factors, One Verdict

Do quality and value still pick US stocks

Annual return 37.3% Sharpe 1.53 U.S.
Read research
US Quant Trading Strategies: A Factor-by-Factor Comparison of 10 Backtested Systems

US Quant Trading Strategies: A Factor-by-Factor Comparison of 10 Backtested Systems

U.S.
Annual return — Sharpe —
Turn Ideas into Strategies