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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
191Quantpedia Premium (Buy Premium account to see this strategy)     
193Quantpedia Premium (Buy Premium account to see this strategy)     
194Quantpedia Premium (Buy Premium account to see this strategy)     
195Quantpedia Premium (Buy Premium account to see this strategy)     
196Quantpedia Premium (Buy Premium account to see this strategy)     
198Exploiting Term Structure of VIX FuturesDailyequities19.67%0%volatility effect, volatility premium
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, fundamental analysis, smart beta, stock picking
206Quantpedia Premium (Buy Premium account to see this strategy)     
207Value Factor – CAPE Effect within CountriesYearlyequities14.7%26.1%country picking, factor investing, rotational system, smart beta, value
208Quantpedia Premium (Buy Premium account to see this strategy)     
210Quantpedia Premium (Buy Premium account to see this strategy)     
212Quantpedia Premium (Buy Premium account to see this strategy)     
213Quantpedia 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)     
224Quantpedia 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
232Quantpedia Premium (Buy Premium account to see this strategy)     
235Quantpedia Premium (Buy Premium account to see this strategy)     
241Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 54 Free and 145 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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