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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
445Upgrade your subscription to see this strategy     
718Upgrade your subscription to see this strategy     
766Upgrade your subscription to see this strategy     
920Upgrade your subscription to see this strategy     
988Upgrade your subscription to see this strategy     
701Rebalancing Premium in CryptocurrenciesDailycryptos7.65%2.62%cryptocurrencies, diversification, short selling
664Return Asymmetry Effect in Commodity FuturesMonthlycommodities4.36%7.53%smart beta
7Low Volatility Factor Effect in StocksMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
11Upgrade your subscription to see this strategy     
13Short Term Reversal Effect in StocksWeeklyequities16.25%14.94%equity long short, factor investing, reversal, smart beta, stock picking
18Upgrade your subscription to see this strategy     
25Size Factor – Small Capitalization Stocks PremiumYearlyequities6.1%25.6%equity long short, factor investing, small cap, smart beta, stock picking
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34Upgrade your subscription to see this strategy     
35Upgrade your subscription to see this strategy     
36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
42Alpha Cloning – Following 13F FillingsQuarterlyequities20.21% alternative data, stock picking

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