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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
9Currency Value Factor – PPP StrategyQuarterlycurrencies7.82%9.33%factor investing, forex system, FX anomaly, smart beta, value
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
62Quantpedia Premium (Buy Premium account to see this strategy)     
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81Quantpedia Premium (Buy Premium account to see this strategy)     
95Quantpedia Premium (Buy Premium account to see this strategy)     
99Quantpedia Premium (Buy Premium account to see this strategy)     
148Quantpedia Premium (Buy Premium account to see this strategy)     
159Quantpedia Premium (Buy Premium account to see this strategy)     
203Quantpedia Premium (Buy Premium account to see this strategy)     
205Quantpedia Premium (Buy Premium account to see this strategy)     
207Value Factor – CAPE Effect within CountriesYearlyequities14.7%26.1%country picking, factor investing, rotational system, smart beta, value
224Quantpedia Premium (Buy Premium account to see this strategy)     
240Quantpedia Premium (Buy Premium account to see this strategy)     
247Quantpedia Premium (Buy Premium account to see this strategy)     
248Quantpedia Premium (Buy Premium account to see this strategy)     
258Quantpedia Premium (Buy Premium account to see this strategy)     
259Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 5 Free and 28 Premium strategiesUpgrade to Premium to unlock Premium strategies

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