Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
198Exploiting Term Structure of VIX FuturesDailyequities19.67%0%volatility effect, volatility premium
169Quantpedia Premium (Buy Premium account to see this strategy)     
268Quantpedia Premium (Buy Premium account to see this strategy)     
339Quantpedia Premium (Buy Premium account to see this strategy)     
354Quantpedia Premium (Buy Premium account to see this strategy)     
461Quantpedia Premium (Buy Premium account to see this strategy)     
460Quantpedia Premium (Buy Premium account to see this strategy)     
134Quantpedia Premium (Buy Premium account to see this strategy)     
65Quantpedia Premium (Buy Premium account to see this strategy)     
386Quantpedia Premium (Buy Premium account to see this strategy)     
458Quantpedia Premium (Buy Premium account to see this strategy)     
79Quantpedia Premium (Buy Premium account to see this strategy)     
350Quantpedia Premium (Buy Premium account to see this strategy)     
196Quantpedia Premium (Buy Premium account to see this strategy)     
263Quantpedia Premium (Buy Premium account to see this strategy)     
151Quantpedia Premium (Buy Premium account to see this strategy)     
101Quantpedia Premium (Buy Premium account to see this strategy)     
421Quantpedia Premium (Buy Premium account to see this strategy)     
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, factor investing, fundamental analysis, smart beta, stock picking
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.2%11.11%earnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in