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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
167Quantpedia Premium (Buy Premium account to see this strategy)     
166Quantpedia Premium (Buy Premium account to see this strategy)     
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32%0%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
152Momentum Factor Effect in REITsMonthlyREITs9.51%0%factor investing, momentum, smart beta, stock picking
146Quantpedia Premium (Buy Premium account to see this strategy)     
144Trend-following Effect in StocksDailyequities15.5%15.6%momentum, momentum in stocks, stock picking, trend-following
143Quantpedia Premium (Buy Premium account to see this strategy)     
137Quantpedia Premium (Buy Premium account to see this strategy)     
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
124Quantpedia Premium (Buy Premium account to see this strategy)     
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
112Quantpedia Premium (Buy Premium account to see this strategy)     
98Quantpedia Premium (Buy Premium account to see this strategy)     
92Quantpedia Premium (Buy Premium account to see this strategy)     
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
82Quantpedia Premium (Buy Premium account to see this strategy)     
81Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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