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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
218Quantpedia Premium (Buy Premium account to see this strategy)     
382Quantpedia Premium (Buy Premium account to see this strategy)     
206Quantpedia Premium (Buy Premium account to see this strategy)     
207Value Factor – CAPE Effect within CountriesYearlyequities14.7%26.1%country picking, factor investing, rotational system, smart beta, value
192Quantpedia Premium (Buy Premium account to see this strategy)     
174Quantpedia Premium (Buy Premium account to see this strategy)     
33Post-Earnings Announcement EffectQuarterlyequities15%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
332Quantpedia Premium (Buy Premium account to see this strategy)     
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs15%9.6%asset class picking, momentum, rotational system
391Quantpedia Premium (Buy Premium account to see this strategy)     
484Quantpedia Premium (Buy Premium account to see this strategy)     
205Quantpedia Premium (Buy Premium account to see this strategy)     
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
243Quantpedia Premium (Buy Premium account to see this strategy)     
144Trend-following Effect in StocksDailyequities15.5%15.6%momentum, momentum in stocks, stock picking, trend-following
249Quantpedia Premium (Buy Premium account to see this strategy)     
154Quantpedia Premium (Buy Premium account to see this strategy)     
10Quantpedia Premium (Buy Premium account to see this strategy)     
273Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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