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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
159Quantpedia Premium (Buy Premium account to see this strategy)     
235Quantpedia Premium (Buy Premium account to see this strategy)     
226Quantpedia Premium (Buy Premium account to see this strategy)     
288Quantpedia Premium (Buy Premium account to see this strategy)     
5FX Carry TradeMonthlycurrencies7.49%9.7%carry trade, factor investing, forex system, FX anomaly, smart beta
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, financial statements effect, smart beta, stock picking
294Quantpedia Premium (Buy Premium account to see this strategy)     
169Quantpedia Premium (Buy Premium account to see this strategy)     
313Quantpedia Premium (Buy Premium account to see this strategy)     
18Quantpedia Premium (Buy Premium account to see this strategy)     
403Quantpedia Premium (Buy Premium account to see this strategy)     
224Quantpedia Premium (Buy Premium account to see this strategy)     
35Quantpedia Premium (Buy Premium account to see this strategy)     
254Quantpedia Premium (Buy Premium account to see this strategy)     
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.8%9.06%factor investing, forex system, FX anomaly, smart beta, value
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, financial statements effect, smart beta, stock picking
292Quantpedia Premium (Buy Premium account to see this strategy)     
380Quantpedia Premium (Buy Premium account to see this strategy)     
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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