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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
425Quantpedia Premium (Buy Premium account to see this strategy)     
60Quantpedia Premium (Buy Premium account to see this strategy)     
63Quantpedia Premium (Buy Premium account to see this strategy)     
193Quantpedia Premium (Buy Premium account to see this strategy)     
227Quantpedia Premium (Buy Premium account to see this strategy)     
262Quantpedia Premium (Buy Premium account to see this strategy)     
294Quantpedia Premium (Buy Premium account to see this strategy)     
316Quantpedia Premium (Buy Premium account to see this strategy)     
383Quantpedia Premium (Buy Premium account to see this strategy)     
387Quantpedia Premium (Buy Premium account to see this strategy)     
370Quantpedia Premium (Buy Premium account to see this strategy)     
380Quantpedia Premium (Buy Premium account to see this strategy)     
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
135Quantpedia Premium (Buy Premium account to see this strategy)     
198Exploiting Term Structure of VIX FuturesDailyequities19.67%0%volatility effect, volatility premium
204Quantpedia Premium (Buy Premium account to see this strategy)     
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
257Quantpedia Premium (Buy Premium account to see this strategy)     
280Quantpedia Premium (Buy Premium account to see this strategy)     
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.2%factor investing, smart beta, volatility effect
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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