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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
347Quantpedia Premium (Buy Premium account to see this strategy)     
348Quantpedia Premium (Buy Premium account to see this strategy)     
349Quantpedia Premium (Buy Premium account to see this strategy)     
356Quantpedia Premium (Buy Premium account to see this strategy)     
365Quantpedia Premium (Buy Premium account to see this strategy)     
366Quantpedia Premium (Buy Premium account to see this strategy)     
374Quantpedia Premium (Buy Premium account to see this strategy)     
392Quantpedia Premium (Buy Premium account to see this strategy)     
407Quantpedia Premium (Buy Premium account to see this strategy)     
411Quantpedia Premium (Buy Premium account to see this strategy)     
416Quantpedia Premium (Buy Premium account to see this strategy)     
419Payday AnomalyDailyequities2.57%4.31%market timing, seasonality
441Quantpedia Premium (Buy Premium account to see this strategy)     
442Quantpedia Premium (Buy Premium account to see this strategy)     
444Quantpedia Premium (Buy Premium account to see this strategy)     
1Asset Class Trend-FollowingMonthlybonds, commodities, equities, REITs11.27%6.87%asset class picking, momentum, trendfollowing
2Asset Class Momentum – Rotational SystemMonthlybonds, commodities, equities, REITs15%9.6%asset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
8Currency Momentum FactorMonthlycurrencies6.48%10%factor investing, forex system, FX anomaly, momentum, smart beta
14Momentum Factor Effect in StocksMonthlyequities14.3%20.89%factor investing, momentum, momentum in stocks, smart beta, stock picking
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