Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7% country picking, factor investing, momentum, rotational system, smart beta
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21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
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28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
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44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
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67Industry Momentum – Riding Industry BubblesMonthlyequities18% factor investing, momentum, rotational system, sector picking, smart beta
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85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
92Upgrade your subscription to see this strategy     
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