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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
927Upgrade your subscription to see this strategy        
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701Rebalancing Premium in CryptocurrenciesDaily27cryptoscryptosSimple strategy7.65%Strongcryptocurrencies, diversification, short selling
664Return Asymmetry Effect in Commodity FuturesMonthly22commoditiesfuturesModerately complex strategy4.36%Strongsmart beta
7Low Volatility Factor Effect in StocksMonthly50equitiesstocksComplex strategy11.3%Strongfactor investing, smart beta, stock picking, volatility effect
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13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
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25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy6.1%Moderately Strongequity long short, factor investing, small cap, smart beta, stock picking
26Value (Book-to-Market) FactorMonthly1000equitiesstocksComplex strategy3.6%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy31.19%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.5%Weakaccruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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