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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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%forex system, FX anomaly, momentum
14Momentum Factor Effect in StocksMonthlyequities14.3%20.89%momentum, momentum in stocks, stock picking
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7% country picking, momentum, rotational system
17Quantpedia Premium (Buy Premium account to see this strategy)     
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%momentum, rotational system
23Quantpedia Premium (Buy Premium account to see this strategy)     
28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, momentum, 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)     
67Riding Industry BubblesMonthlyequities18% momentum, rotational system, sector picking
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)     
We've found 21 Free and 92 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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