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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
23Quantpedia Premium (Buy Premium account to see this strategy)     
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59Quantpedia 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
73Quantpedia Premium (Buy Premium account to see this strategy)     
100Trading WTI/BRENT SpreadDailycommodities9.92%11.27%arbitrage, pairs trading, spread trading
105Quantpedia Premium (Buy Premium account to see this strategy)     
110Quantpedia Premium (Buy Premium account to see this strategy)     
111Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
132Quantpedia Premium (Buy Premium account to see this strategy)     
135Quantpedia Premium (Buy Premium account to see this strategy)     
137Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 9 Free and 94 Premium strategiesUpgrade to Premium to unlock Premium strategies

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