Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs14.49%11%asset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
8Currency Momentum FactorMonthlycurrencies7.61%10.22%factor investing, forex system, FX anomaly, momentum, smart beta
14Momentum Factor Effect in StocksMonthlyequities8.3%16.6%factor investing, momentum, momentum in stocks, smart beta, stock picking
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7% country picking, factor investing, momentum, rotational system, smart beta
17Quantpedia Premium (Buy Premium account to see this strategy)     
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
23Quantpedia 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
32Quantpedia Premium (Buy Premium account to see this strategy)     
51Quantpedia Premium (Buy Premium account to see this strategy)     
54Quantpedia Premium (Buy Premium account to see this strategy)     
66Quantpedia Premium (Buy Premium account to see this strategy)     
67Industry Momentum – Riding Industry BubblesMonthlyequities18% factor investing, momentum, rotational system, sector picking, smart beta
68Quantpedia Premium (Buy Premium account to see this strategy)     
69Quantpedia Premium (Buy Premium account to see this strategy)     
72Quantpedia Premium (Buy Premium account to see this strategy)     
81Quantpedia Premium (Buy Premium account to see this strategy)     
82Quantpedia Premium (Buy Premium account to see this strategy)     
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
We've found 20 Free and 126 Premium strategiesUpgrade to Premium to unlock Premium strategies

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