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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
14Momentum Factor Effect in StocksMonthlyequities8.3%16.6%factor investing, momentum, momentum in stocks, smart beta, stock picking
51Quantpedia Premium (Buy Premium account to see this strategy)     
54Quantpedia Premium (Buy Premium account to see this strategy)     
60Quantpedia Premium (Buy Premium account to see this strategy)     
66Quantpedia Premium (Buy Premium account to see this strategy)     
68Quantpedia Premium (Buy Premium account to see this strategy)     
69Quantpedia 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)     
92Quantpedia Premium (Buy Premium account to see this strategy)     
112Quantpedia Premium (Buy Premium account to see this strategy)     
122Momentum Factor Combined with Asset Growth EffectMonthlyequities16.77%13.84%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
136Residual Momentum FactorMonthlyequities9.18%15.27%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
144Trend-following Effect in StocksDailyequities19.3%15.6%momentum, momentum in stocks, stock picking, trend-following
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32% equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
167Quantpedia Premium (Buy Premium account to see this strategy)     
171Quantpedia Premium (Buy Premium account to see this strategy)     
197Quantpedia Premium (Buy Premium account to see this strategy)     
205Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 9 Free and 74 Premium strategiesUpgrade to Premium to unlock Premium strategies

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