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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
19Quantpedia Premium (Buy Premium account to see this strategy)     
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7%0%country picking, factor investing, momentum, rotational system, smart beta
14Momentum Factor Effect in StocksMonthlyequities14.3%20.89%factor investing, momentum, momentum in stocks, smart beta, stock picking
11Quantpedia Premium (Buy Premium account to see this strategy)     
8Currency Momentum FactorMonthlycurrencies6.48%10%factor investing, forex system, FX anomaly, momentum, smart beta
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
6Quantpedia Premium (Buy Premium account to see this strategy)     
5FX Carry TradeMonthlycurrencies7.49%9.7%carry trade, factor investing, forex system, FX anomaly, smart beta
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs15%9.6%asset class picking, momentum, rotational system
1Asset Class Trend-FollowingMonthlybonds, commodities, equities, REITs11.27%6.87%asset class picking, momentum, trend-following
466Quantpedia Premium (Buy Premium account to see this strategy)     
445Quantpedia Premium (Buy Premium account to see this strategy)     
434Quantpedia Premium (Buy Premium account to see this strategy)     
433Quantpedia Premium (Buy Premium account to see this strategy)     
381Quantpedia Premium (Buy Premium account to see this strategy)     
380Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 409 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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