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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
148Upgrade your subscription to see this strategy     
267Upgrade your subscription to see this strategy     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
277Upgrade your subscription to see this strategy     
623Upgrade your subscription to see this strategy     
693Upgrade your subscription to see this strategy     
782Upgrade your subscription to see this strategy     
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
422Upgrade your subscription to see this strategy     
762Upgrade your subscription to see this strategy     
94Upgrade your subscription to see this strategy     
524Upgrade your subscription to see this strategy     
53Upgrade your subscription to see this strategy     
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
101Upgrade your subscription to see this strategy     
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.2%11.11%earnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32% equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
213Upgrade your subscription to see this strategy     
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