Screener - QuantPedia

Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

Change Your View

ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
842	Upgrade your subscription to see this strategy
682	Upgrade your subscription to see this strategy
591	Upgrade your subscription to see this strategy
127	Upgrade your subscription to see this strategy
637	Upgrade your subscription to see this strategy
581	Upgrade your subscription to see this strategy
22	Term Structure Effect in Commodities	Monthly	commodities	11.73%	23.84%	factor investing, rotational system, smart beta, term spread
86	Upgrade your subscription to see this strategy
803	Upgrade your subscription to see this strategy
88	52-Weeks High Effect in Stocks	Monthly	equities	11.75%	11%	equity long short, factor investing, smart beta, stock picking
132	Upgrade your subscription to see this strategy
877	Upgrade your subscription to see this strategy
28	Value and Momentum Factors across Asset Classes	Monthly	bonds, equities, REITs	11.9%	10%	asset class picking, factor investing, momentum, smart beta, value
351	Upgrade your subscription to see this strategy
96	Crude Oil Predicts Equity Returns	Monthly	equities	11.9%	9.8%	market timing
59	Upgrade your subscription to see this strategy
578	Combining Smart Factors Momentum and Market Portfolio	Monthly	equities	11.91%	10.46%	equity long short, factor allocation, factor investing, momentum, rotational system, smart beta, stock picking, value
569	Upgrade your subscription to see this strategy
464	Upgrade your subscription to see this strategy
354	Upgrade your subscription to see this strategy