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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
6Quantpedia Premium (Buy Premium account to see this strategy)     
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
57Quantpedia Premium (Buy Premium account to see this strategy)     
64Quantpedia Premium (Buy Premium account to see this strategy)     
71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
84Quantpedia Premium (Buy Premium account to see this strategy)     
86Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
131Quantpedia Premium (Buy Premium account to see this strategy)     
137Quantpedia Premium (Buy Premium account to see this strategy)     
204Quantpedia Premium (Buy Premium account to see this strategy)     
210Quantpedia Premium (Buy Premium account to see this strategy)     
214Quantpedia Premium (Buy Premium account to see this strategy)     
220Quantpedia Premium (Buy Premium account to see this strategy)     
234Quantpedia Premium (Buy Premium account to see this strategy)     
235Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 7 Free and 110 Premium strategiesUpgrade to Premium to unlock Premium strategies

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