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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
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
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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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100Trading WTI/BRENT SpreadDailycommodities9.92%11.27%arbitrage, pairs trading, spread trading
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118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
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137Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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