Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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26Value (Book-to-Market) FactorMonthly1000equitiesstocksComplex strategy3.6%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy11.9%Strongasset class picking, factor investing, momentum, smart beta, value
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207Value Factor – CAPE Effect within CountriesYearly10equitiesETFsModerately complex strategy14.7%Strongcountry picking, factor investing, rotational system, smart beta, value
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