Does anyone know of a decent quant/stat factor website, distribution(public or private) or publication that tracks performance of "many" of traditional quant/stat factors? By that I mean would show daily, weekly, or monthly performance of enough traditional factors just to get a general idea of what is working lately/been trending for a long time/etc.. (e.g. 3 day reversion strategies worked quite well the last two weeks and open/close bracketing strategies got crushed last month.)
I've seen the occasional distribution from a bank that will show a handful of factors they run on a quarterly/annual basis, and Bloomberg has some functionality (e.g. BTST) that leaves a lot to be desired, but I've got to imagine there's something more systematic/open source out there, especially with the (slow) rise of more cloud based backtesting services, since what I'm looking for really just requires some person/group having coded enough factors up in a platform and a simple report on top. (The data quality is not too critical, but naturally the more flawed the less useful!)
Any pointers?
Much appreciated all! I'll certainly post anything I find as well.
