Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
188Quantpedia Premium (Buy Premium account to see this strategy)     
189Quantpedia Premium (Buy Premium account to see this strategy)     
190Quantpedia Premium (Buy Premium account to see this strategy)     
198Exploiting Term Structure of VIX FuturesDailyequities19.67%0%volatility effect, volatility premium
201Quantpedia Premium (Buy Premium account to see this strategy)     
211Quantpedia Premium (Buy Premium account to see this strategy)     
212Quantpedia Premium (Buy Premium account to see this strategy)     
214Quantpedia Premium (Buy Premium account to see this strategy)     
215Quantpedia Premium (Buy Premium account to see this strategy)     
219Quantpedia Premium (Buy Premium account to see this strategy)     
233Quantpedia Premium (Buy Premium account to see this strategy)     
235Quantpedia Premium (Buy Premium account to see this strategy)     
236Quantpedia Premium (Buy Premium account to see this strategy)     
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%0%earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
241Quantpedia Premium (Buy Premium account to see this strategy)     
242Quantpedia Premium (Buy Premium account to see this strategy)     
245Quantpedia Premium (Buy Premium account to see this strategy)     
246Quantpedia Premium (Buy Premium account to see this strategy)     
249Quantpedia Premium (Buy Premium account to see this strategy)     
254Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 74 Free and 464 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