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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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
205Quantpedia Premium (Buy Premium account to see this strategy)     
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)     
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)     
220Quantpedia Premium (Buy Premium account to see this strategy)     
221Quantpedia Premium (Buy Premium account to see this strategy)     
224Quantpedia Premium (Buy Premium account to see this strategy)     
226Quantpedia Premium (Buy Premium account to see this strategy)     
227Quantpedia 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
230Quantpedia Premium (Buy Premium account to see this strategy)     
232Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 64 Free and 230 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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