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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
82Quantpedia Premium (Buy Premium account to see this strategy)     
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%momentum, rotational system, style picking
92Quantpedia Premium (Buy Premium account to see this strategy)     
98Quantpedia Premium (Buy Premium account to see this strategy)     
112Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities16.21%11.73%factor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23%20.3%equity long short, factor investing, financial statements effect, momentum, momentum in stocks, smart beta, stock picking
124Quantpedia 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
137Quantpedia Premium (Buy Premium account to see this strategy)     
143Quantpedia Premium (Buy Premium account to see this strategy)     
144Trend-Following Effect in StocksDailyequities15.5%15.6%momentum, momentum in stocks, stock picking, trendfollowing
146Quantpedia Premium (Buy Premium account to see this strategy)     
152Momentum Factor Effect in REITsMonthlyREITs9.51%0%factor investing, momentum, 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
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32%0%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
166Quantpedia Premium (Buy Premium account to see this strategy)     
167Quantpedia Premium (Buy Premium account to see this strategy)     
171Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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