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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
32Quantpedia Premium (Buy Premium account to see this strategy)     
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
51Quantpedia Premium (Buy Premium account to see this strategy)     
54Quantpedia Premium (Buy Premium account to see this strategy)     
66Quantpedia Premium (Buy Premium account to see this strategy)     
67Industry Momentum – Riding Industry BubblesMonthlyequities18%0%factor investing, momentum, rotational system, sector picking, smart beta
68Quantpedia Premium (Buy Premium account to see this strategy)     
69Quantpedia Premium (Buy Premium account to see this strategy)     
72Quantpedia Premium (Buy Premium account to see this strategy)     
81Quantpedia Premium (Buy Premium account to see this strategy)     
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, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
124Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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