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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
312Quantpedia Premium (Buy Premium account to see this strategy)     
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, factor investing, smart beta, stock picking
285Quantpedia Premium (Buy Premium account to see this strategy)     
390Quantpedia Premium (Buy Premium account to see this strategy)     
437Quantpedia Premium (Buy Premium account to see this strategy)     
176Quantpedia Premium (Buy Premium account to see this strategy)     
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
11Quantpedia Premium (Buy Premium account to see this strategy)     
407Quantpedia Premium (Buy Premium account to see this strategy)     
200Quantpedia Premium (Buy Premium account to see this strategy)     
225Quantpedia Premium (Buy Premium account to see this strategy)     
289Quantpedia Premium (Buy Premium account to see this strategy)     
236Quantpedia Premium (Buy Premium account to see this strategy)     
173Quantpedia Premium (Buy Premium account to see this strategy)     
198Exploiting Term Structure of VIX FuturesDailyequities19.67%0%volatility effect, volatility premium
299Quantpedia Premium (Buy Premium account to see this strategy)     
45Short Interest Effect – Long-Short VersionMonthlyequities19.7%17.14%equity long short, factor investing, smart beta, stock picking
74Quantpedia Premium (Buy Premium account to see this strategy)     
107Quantpedia Premium (Buy Premium account to see this strategy)     
145Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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