Screener - QuantPedia

Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

We've found 82 Free, 114 Prime and 877 Premium strategies.Upgrade subscription to unlock more

Change Your View

ID	Title of Strategy	Period of Rebalancing	Number of Instruments	Markets Traded	Instruments Available	Complexity	Indicative Performance	Confidence in Anomaly	Keywords
21	Momentum Effect in Commodities	Monthly	10	commodities	CFDs, futures	Simple strategy	14.6%	Strong	factor investing, momentum, rotational system, smart beta
22	Term Structure Effect in Commodities	Monthly	10	commodities	futures	Simple strategy	11.73%	Strong	factor investing, rotational system, smart beta, term spread
23	Upgrade your subscription to see this strategy
24	Upgrade your subscription to see this strategy
25	Size Factor – Small Capitalization Stocks Premium	Yearly	1000	equities	stocks	Complex strategy	6.1%	Moderately Strong	equity long short, factor investing, small cap, smart beta, stock picking
26	Value (Book-to-Market) Factor	Monthly	1000	equities	stocks	Complex strategy	3.6%	Strong	factor investing, fundamental analysis, smart beta, stock picking, value
27	Upgrade your subscription to see this strategy
28	Value and Momentum Factors across Asset Classes	Monthly	6	bonds, equities, REITs	ETFs, funds, futures	Simple strategy	11.9%	Strong	asset class picking, factor investing, momentum, smart beta, value
29	Upgrade your subscription to see this strategy
30	Upgrade your subscription to see this strategy
31	Market Seasonality Effect in World Equity Indexes	6 Months	1	equities	CFDs, ETFs, funds, futures	Simple strategy	8.8%	Weak	market timing, seasonality
32	Upgrade your subscription to see this strategy
33	Post-Earnings Announcement Effect	Quarterly	1000	equities	stocks	Complex strategy	15%	Strong	earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
34	Upgrade your subscription to see this strategy
35	Upgrade your subscription to see this strategy
36	Net Payout Yield Effect	Yearly	1000	equities	stocks	Complex strategy	22.13%	Strong	factor investing, fundamental analysis, smart beta, stock picking, value
37	Net Current Asset Value Effect	Yearly	100	equities	stocks	Moderately complex strategy	31.19%	Strong	factor investing, fundamental analysis, smart beta, stock picking, value
38	Accrual Anomaly	Yearly	1000	equities	stocks	Complex strategy	7.5%	Weak	accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
39	Upgrade your subscription to see this strategy
40	Upgrade your subscription to see this strategy