Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
Upgrade to Pro to see this filter
We've found 6 Free, 7 Prime and 95 Premium strategies.Upgrade subscription to unlock more
IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
7Low Volatility Factor Effect in StocksMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
27Upgrade your subscription to see this strategy     
58Upgrade your subscription to see this strategy     
63Upgrade your subscription to see this strategy     
123Upgrade your subscription to see this strategy     
135Upgrade your subscription to see this strategy     
139Upgrade your subscription to see this strategy     
149Upgrade your subscription to see this strategy     
150Upgrade your subscription to see this strategy     
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%equity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect
156Upgrade your subscription to see this strategy     
189Upgrade your subscription to see this strategy     
198Exploiting Term Structure of VIX FuturesDailyequities19.67% volatility effect, volatility premium
204Upgrade your subscription to see this strategy     
209Upgrade your subscription to see this strategy     
216Upgrade your subscription to see this strategy     
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
241Upgrade your subscription to see this strategy     
256Upgrade your subscription to see this strategy     
We've found 6 Free, 7 Prime and 95 Premium strategies.Upgrade subscription to unlock more
Subscription Form

Subscribe for Newsletter

 Be first to know, when we publish new content
logo
The Encyclopedia of Quantitative Trading Strategies

Log in

MORE INFO
We boasts a total prize pool of $15,000
Gain a Share of a Total Prize Pool of $25.000
MORE INFO
$15.000
Gain a Share of a Total Prize Pool
QuantPedia
Powered by  GDPR Cookie Compliance
Privacy Overview

This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.