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ID	Title of Strategy	Period of Rebalancing	Number of Instruments	Markets Traded	Instruments Available	Complexity	Indicative Performance	Confidence in Anomaly	Keywords
1	Asset Class Trend-Following	Monthly	6	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	11.27%	Strong	asset class picking, momentum, trend-following
2	Momentum Asset Allocation Strategy	Monthly	5	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	14.49%	Strong	asset class picking, momentum, rotational system
3	Sector Momentum – Rotational System	Monthly	10	equities	ETFs, funds, stocks	Simple strategy	13.94%	Strong	momentum, rotational system, sector picking
4	Quantpedia Premium (Buy Premium account to see this strategy)
5	FX Carry Trade	Monthly	10	currencies	CFDs, forwards, futures, swaps	Simple strategy	7.27%	Strong	carry trade, factor investing, forex system, FX anomaly, smart beta
6	Quantpedia Premium (Buy Premium account to see this strategy)
7	Low Volatility Factor Effect in Stocks	Monthly	50	equities	stocks	Complex strategy	11.3%	Strong	factor investing, smart beta, stock picking, volatility effect
8	Currency Momentum Factor	Monthly	10	currencies	CFDs, forwards, futures, swaps	Simple strategy	7.61%	Moderately Strong	factor investing, forex system, FX anomaly, momentum, smart beta
9	Currency Value Factor – PPP Strategy	Quarterly	10	currencies	CFDs, forwards, futures, swaps	Simple strategy	7.82%	Moderately Strong	factor investing, forex system, FX anomaly, smart beta, value
10	Quantpedia Premium (Buy Premium account to see this strategy)
11	Quantpedia Premium (Buy Premium account to see this strategy)
12	Pairs Trading with Stocks	Daily	40	equities	stocks	Complex strategy	11.16%	Strong	arbitrage, equity long short, pairs trading
13	Short Term Reversal Effect in Stocks	Weekly	20	equities	stocks	Complex strategy	16.25%	Strong	equity long short, factor investing, reversal, smart beta, stock picking
14	Momentum Factor Effect in Stocks	Monthly	1000	equities	stocks	Complex strategy	8.3%	Strong	factor investing, momentum, momentum in stocks, smart beta, stock picking
15	Momentum Factor Effect in Country Equity Indexes	Monthly	5	equities	ETFs, funds	Simple strategy	17.7%	Strong	country picking, factor investing, momentum, rotational system, smart beta
16	Reversal Effect in International Equity ETFs	3 Years	8	equities	ETFs, funds	Simple strategy	6.4%	Weak	country picking, factor investing, reversal, rotational system, smart beta
17	Quantpedia Premium (Buy Premium account to see this strategy)
18	Quantpedia Premium (Buy Premium account to see this strategy)
19	Quantpedia Premium (Buy Premium account to see this strategy)
20	Volatility Risk Premium Effect	Monthly	4	equities	futures, options, swaps	Moderately complex strategy	26%	Strong	factor investing, smart beta, volatility effect, volatility premium

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