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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15%Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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31Market Seasonality Effect in World Equity Indexes6 Months1equitiesCFDs, ETFs, funds, futuresSimple strategy8.8%Weakmarket timing, seasonality
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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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26Value (Book-to-Market) FactorMonthly1000equitiesstocksComplex strategy3.6%Strongfactor investing, fundamental analysis, smart beta, stock picking, value
25Size Factor – Small Capitalization Stocks PremiumYearly1000equitiesstocksComplex strategy6.1%Moderately Strongequity long short, factor investing, small cap, smart beta, stock picking
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22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongfactor investing, rotational system, smart beta, term spread
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy14.6%Strongfactor investing, momentum, rotational system, smart beta
20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy26%Strongfactor investing, smart beta, volatility effect, volatility premium
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16Reversal Effect in International Equity ETFs3 Years8equitiesETFs, fundsSimple strategy6.4%Weakcountry picking, factor investing, reversal, rotational system, smart beta
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy17.7%Strongcountry picking, factor investing, momentum, rotational system, smart beta
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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