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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy19.67%Moderately Strongvolatility effect, volatility premium
199ROA Effect within StocksMonthly1000equitiesstocksComplex strategy12.15%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking
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The Encyclopedia of Quantitative Trading Strategies

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