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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
36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
65Quantpedia Premium (Buy Premium account to see this strategy)     
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148Quantpedia Premium (Buy Premium account to see this strategy)     
151Quantpedia Premium (Buy Premium account to see this strategy)     
159Quantpedia Premium (Buy Premium account to see this strategy)     
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181Quantpedia Premium (Buy Premium account to see this strategy)     
191Quantpedia 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)     
We've found 8 Free and 52 Premium strategiesUpgrade to Premium to unlock Premium strategies

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