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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.

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quantopian.com offers something of the sort. The algorithms are open source and submitted by the public so I'm not sure about the level of quality but you might be able to find the occasional gem and follow it as it performs over time. –  Tyler Jun 30 '13 at 11:17
    
quantpedia.com also offers something of the sort. Some of the website is behind a paywal but you can try a free account to get a basic idea of what the site offers. –  Tyler Jun 30 '13 at 11:56
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