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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, trend-following
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs14.49%11%asset class picking, momentum, rotational system
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28Value and Momentum Factors across Asset ClassesMonthlybonds, equities, REITs11.9%10%asset class picking, factor investing, momentum, smart beta, value
44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
50FED ModelMonthlybonds, equities11%10%asset class picking, market timing
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71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
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118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
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234Quantpedia Premium (Buy Premium account to see this strategy)     
235Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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