Change view
ID
Strategy Title
Rebalancing Period
Markets Traded
PerformanceSource Paper
VolatilitySource Paper
Keywords
#0001
Monthly
Equities
Bonds
Commodities
REITs
11.27%
6.87%
momentum
asset class picking
trend-following
#0002
Monthly
Equities
Bonds
Commodities
REITs
14.49%
11.00%
momentum
asset class picking
rotational system
#0003
Monthly
Equities
13.94%
18.38%
momentum
rotational system
sector picking
#0005
Monthly
Currencies
7.27%
9.60%
carry trade
FX anomaly
forex system
factor investing
smart beta
#0007
Monthly
Equities
11.30%
10.10%
stock picking
volatility effect
factor investing
smart beta
#0008
Monthly
Currencies
7.61%
10.22%
momentum
FX anomaly
forex system
factor investing
smart beta
#0009
Quarterly
Currencies
7.82%
9.33%
FX anomaly
forex system
value
factor investing
smart beta
#0013
Weekly
Equities
16.25%
14.94%
stock picking
reversal
equity long short
factor investing
smart beta
#0014
Monthly
Equities
8.30%
16.60%
momentum
stock picking
momentum in stocks
factor investing
smart beta
#0015
Monthly
Equities
17.70%
momentum
rotational system
country picking
factor investing
smart beta
#0016
3 Years
Equities
6.40%
rotational system
reversal
country picking
factor investing
smart beta
#0020
Monthly
Equities
26.00%
19.00%
volatility effect
volatility premium
factor investing
smart beta
#0021
Monthly
Commodities
14.60%
25.57%
momentum
rotational system
factor investing
smart beta
#0022
Monthly
Commodities
11.73%
23.84%
rotational system
term spread
factor investing
smart beta
#0025
Yearly
Equities
6.10%
25.60%
stock picking
equity long short
small cap
factor investing
smart beta
#0026
Monthly
Equities
3.60%
12.02%
stock picking
value
fundamental analysis
factor investing
smart beta
#0028
Monthly
Equities
Bonds
REITs
11.90%
10.00%
momentum
asset class picking
value
factor investing
smart beta
#0033
Quarterly
Equities
15.00%
stock picking
equity long short
fundamental analysis
earnings announcement
factor investing
smart beta
#0036
Yearly
Equities
22.13%
stock picking
value
fundamental analysis
factor investing
smart beta
#0037
Yearly
Equities
31.19%
stock picking
value
fundamental analysis
factor investing
smart beta
#0038
Yearly
Equities
7.50%
10.26%
stock picking
equity long short
fundamental analysis
accruals effect
factor investing
smart beta
#0044
Quarterly
Equities
Bonds
11.30%
9.30%
momentum
asset class picking
rotational system
market timing
fund picking
#0045
Monthly
Equities
19.70%
17.14%
stock picking
equity long short
factor investing
smart beta
#0046
Monthly
Equities
26.80%
stock picking
factor investing
smart beta
#0052
Yearly
Equities
20.84%
14.07%
stock picking
equity long short
fundamental analysis
factor investing
smart beta
#0055
Daily
Equities
20.60%
10.00%
equity long short
pairs trading
arbitrage
#0067
Monthly
Equities
18.00%
momentum
rotational system
sector picking
factor investing
smart beta
trend-following
#0071
Weekly
Equities
Bonds
Commodities
Currencies
29.64%
31.40%
asset class picking
reversal
factor investing
smart beta
#0075
Daily
Equities
6.19%
market timing
seasonality
#0077
Monthly
Equities
8.86%
11.50%
stock picking
equity long short
beta factor
factor investing
smart beta
#0078
Monthly
Equities
6.80%
13.08%
equity long short
country picking
beta factor
factor investing
smart beta
#0080
Monthly
Equities
18.36%
16.12%
stock picking
equity long short
earnings announcement
factor investing
smart beta
#0088
Monthly
Equities
11.75%
11.00%
stock picking
equity long short
factor investing
smart beta
#0091
Monthly
Equities
9.25%
16.01%
momentum
rotational system
factor allocation
#0108
Daily
Equities
42.00%
50.00%
stock picking
reversal
arbitrage
short selling
alternative data
#0118
Monthly
Equities
Bonds
Commodities
Currencies
20.70%
15.74%
momentum
factor investing
smart beta
#0122
Monthly
Equities
16.77%
13.84%
momentum
stock picking
equity long short
momentum in stocks
fundamental analysis
factor investing
smart beta
#0125
Monthly
Equities
8.60%
12.20%
seasonality
stock picking
equity long short
factor investing
smart beta
#0130
Yearly
Equities
3.54%
stock picking
equity long short
fundamental analysis
factor investing
smart beta
#0136
Monthly
Equities
9.18%
15.27%
momentum
stock picking
equity long short
momentum in stocks
factor investing
smart beta
#0144
Daily
Equities
19.30%
15.60%
momentum
trend-following
stock picking
momentum in stocks
#0152
Monthly
REITs
9.51%
momentum
stock picking
factor investing
smart beta
#0155
Monthly
Equities
16.46%
19.22%
momentum
stock picking
volatility effect
equity long short
momentum in stocks
factor investing
smart beta
#0162
Yearly
Equities
32.00%
momentum
stock picking
equity long short
momentum in stocks
factor investing
smart beta
#0199
Monthly
Equities
12.15%
13.36%
stock picking
equity long short
fundamental analysis
factor investing
smart beta
#0207
Yearly
Equities
14.70%
26.10%
rotational system
value
country picking
factor investing
smart beta
#0229
Yearly
Equities
7.95%
5.91%
stock picking
equity long short
fundamental analysis
factor investing
smart beta
#0237
Monthly
Equities
15.39%
13.86%
volatility effect
volatility premium
factor investing
smart beta
#0238
Daily
Equities
40.32%
stock picking
equity long short
fundamental analysis
earnings announcement
factor investing
smart beta
#0271
Daily
Equities
25.20%
11.11%
stock picking
fundamental analysis
earnings announcement
trading earnings
factor investing
smart beta
#0281
Monthly
Commodities
9.51%
11.64%
volatility effect
factor investing
smart beta
#0290
6 Months
Equities
16.08%
25.33%
momentum
stock picking
equity long short
momentum in stocks
factor investing
smart beta
#0307
Daily
Equities
6.50%
3.76%
stock picking
reversal
equity long short
earnings announcement
trading earnings
#0376
Monthly
Equities
12.01%
20.61%
stock picking
value
reversal
equity long short
fundamental analysis
factor investing
smart beta
#0460
Yearly
Equities
3.25%
stock picking
equity long short
alternative data
factor investing
smart beta
ESG investing
#0461
Monthly
Equities
2.23%
2.50%
momentum
stock picking
equity long short
momentum in stocks
alternative data
factor investing
smart beta
ESG investing
#0522
Monthly
Equities
17.47%
13.49%
momentum
stock picking
momentum in stocks
alternative data
factor investing
smart beta
ESG investing
#0537
Monthly
Equities
5.47%
6.48%
stock picking
equity long short
fundamental analysis
alternative data
factor investing
smart beta
machine learning
#0578
Monthly
Equities
11.91%
10.46%
momentum
rotational system
stock picking
value
equity long short
factor investing
smart beta
factor allocation
#0661
Daily
Equities
15.58%
7.33%
trend-following
market timing
sentiment trading
alternative data
machine learning
#0662
Monthly
Equities
8.16%
10.40%
equity long short
alternative data
machine learning
#0663
Yearly
Equities
4.67%
8.20%
stock picking
equity long short
smart beta
#0701
Daily
Crypto
7.65%
2.62%
short selling
cryptocurrencies
diversification
#0713
Daily
Equities
15.47%
19.52%
market timing
sentiment trading
short selling
alternative data
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