We develop and test Quantum Monte Carlo algorithms that use a"twist" or a phase in the wave function for fermions in periodic boundary conditions. For metallic systems, averaging over the twist results in faster convergence to the thermodynamic limit than periodic boundary conditions for properties involving the kinetic energy and has the same computational complexity. We determine exponents for the rate of convergence to the thermodynamic limit for the components of the energy of coulomb systems. We show results with twist averaged variational Monte Carlo on free particles, the Stoner model and the electron gas using Hartree-Fock, Slater-Jastrow, and three-body and backflow wave function. We also discuss the use of twist averaging in the grand canonical ensemble, and numerical methods to accomplish the twist averaging.