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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
23Quantpedia Premium (Buy Premium account to see this strategy)     
118Time Series Momentum EffectMonthlybonds, commodities, currencies, equities20.7%15.74%factor investing, momentum, smart beta
137Quantpedia Premium (Buy Premium account to see this strategy)     
146Quantpedia Premium (Buy Premium account to see this strategy)     
206Quantpedia 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)     
255Quantpedia Premium (Buy Premium account to see this strategy)     
260Quantpedia Premium (Buy Premium account to see this strategy)     
285Quantpedia Premium (Buy Premium account to see this strategy)     
288Quantpedia Premium (Buy Premium account to see this strategy)     
305Quantpedia Premium (Buy Premium account to see this strategy)     
341Quantpedia Premium (Buy Premium account to see this strategy)     
351Quantpedia Premium (Buy Premium account to see this strategy)     
352Quantpedia Premium (Buy Premium account to see this strategy)     
361Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 4 Free and 28 Premium strategiesUpgrade to Premium to unlock Premium strategies

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