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Momentum Factor Model

Factor Investing12 strategiesExpertHigh

Description

Advanced momentum strategy that combines multiple momentum signals across different timeframes. Incorporates Fama-French factors, risk parity principles, and dynamic factor loadings to create a robust momentum portfolio while controlling for sector, size, and value biases.

Key Features

  • Multi-timeframe momentum signals
  • Factor risk neutralization
  • Dynamic portfolio rebalancing
  • Regime-aware position sizing

Strategy Details

Holding Period2.1 weeks
Min. Capital$100,000
Active Users890
Market ConditionsTrending, Bull Market
Strategies Available12