Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies
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% 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)     
506Quantpedia Premium (Buy Premium account to see this strategy)     
511Quantpedia Premium (Buy Premium account to see this strategy)     
515Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in