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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, trendfollowing
2Asset Class Momentum – Rotational SystemMonthlybonds, commodities, equities, REITs15%9.6%asset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
4Quantpedia Premium (Buy Premium account to see this strategy)     
5FX Carry TradeMonthlycurrencies7.49%9.7%carry trade, forex system, FX anomaly
6Quantpedia Premium (Buy Premium account to see this strategy)     
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthlyequities11.3%10.1%stock picking, volatility effect
8Currency Momentum FactorMonthlycurrencies6.48%10%forex system, FX anomaly, momentum
9Currency Value Factor – PPP StrategyQuarterlycurrencies8%9%forex system, FX anomaly, value
10Quantpedia Premium (Buy Premium account to see this strategy)     
11Quantpedia Premium (Buy Premium account to see this strategy)     
12Pairs Trading with StocksDailyequities11.16%5.85%arbitrage, equity long short, pairs trading
13Short Term Reversal in StocksWeeklyequities16.25%6.8%equity long short, reversal, stock picking
14Momentum Factor Effect in StocksMonthlyequities14.3%20.89%momentum, momentum in stocks, stock picking
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7% country picking, momentum, rotational system
16Mean Reversion Effect in Country Equity Indexes3 Yearsequities6.4% country picking, reversal, rotational system
18Quantpedia Premium (Buy Premium account to see this strategy)     
20Volatility Risk Premium EffectMonthlyequities26%19%volatility effect, volatility premium
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%momentum, rotational system
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
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