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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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
326Quantpedia Premium (Buy Premium account to see this strategy)     
335Quantpedia Premium (Buy Premium account to see this strategy)     
336Quantpedia Premium (Buy Premium account to see this strategy)     
337Quantpedia Premium (Buy Premium account to see this strategy)     
338Quantpedia Premium (Buy Premium account to see this strategy)     
345Quantpedia Premium (Buy Premium account to see this strategy)     
388Quantpedia Premium (Buy Premium account to see this strategy)     
473Quantpedia Premium (Buy Premium account to see this strategy)     
481Quantpedia Premium (Buy Premium account to see this strategy)     
173Quantpedia Premium (Buy Premium account to see this strategy)     
495Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 71 Free and 428 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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