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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
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144Trend-Following Effect in StocksDailyequities15.5%15.6%momentum, momentum in stocks, stock picking, trendfollowing
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255Turn of the Month Effect in Futures Momentum StrategyDailybonds, commodities, currencies, equities4.8%1.5%market timing, momentum, seasonality, trendfollowing
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The Encyclopedia of Quantitative Trading Strategies

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