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ID	Title of Strategy	Period of Rebalancing	Markets Traded	Indicative Performance	Volatility	Keywords
21	Momentum Effect in Commodities	Monthly	commodities	14.6%	25.57%	factor investing, momentum, rotational system, smart beta
22	Term Structure Effect in Commodities	Monthly	commodities	11.73%	23.84%	factor investing, rotational system, smart beta, term spread
23	Quantpedia Premium (Buy Premium account to see this strategy)
24	Quantpedia Premium (Buy Premium account to see this strategy)
25	Size Factor – Small Capitalization Stocks Premium	Yearly	equities	6.1%	25.6%	equity long short, factor investing, small cap, smart beta, stock picking
26	Value (Book-to-Market) Factor	Monthly	equities	3.6%	12.02%	factor investing, fundamental analysis, smart beta, stock picking, value
27	Quantpedia Premium (Buy Premium account to see this strategy)
28	Value and Momentum Factors across Asset Classes	Monthly	bonds, equities, REITs	11.9%	10%	asset class picking, factor investing, momentum, smart beta, value
29	Quantpedia Premium (Buy Premium account to see this strategy)
30	Quantpedia Premium (Buy Premium account to see this strategy)
31	Market Seasonality Effect in World Equity Indexes	6 Months	equities	8.8%		market timing, seasonality
32	Quantpedia Premium (Buy Premium account to see this strategy)
33	Post-Earnings Announcement Effect	Quarterly	equities	15%		earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34	Quantpedia Premium (Buy Premium account to see this strategy)
35	Quantpedia Premium (Buy Premium account to see this strategy)
36	Net Payout Yield Effect	Yearly	equities	22.13%		factor investing, fundamental analysis, smart beta, stock picking, value
37	Net Current Asset Value Effect	Yearly	equities	31.19%		factor investing, fundamental analysis, smart beta, stock picking, value
38	Accrual Anomaly	Yearly	equities	7.5%	10.26%	accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
39	Quantpedia Premium (Buy Premium account to see this strategy)
40	Quantpedia Premium (Buy Premium account to see this strategy)

We've found 82 Free and 796 Premium strategiesUpgrade to Premium to unlock Premium strategies

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