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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
7Low Volatility Factor Effect in Stocks – Long-Only VersionMonthlyequities11.3%10.1%factor investing, smart beta, stock picking, volatility effect
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
27Quantpedia Premium (Buy Premium account to see this strategy)     
58Quantpedia Premium (Buy Premium account to see this strategy)     
63Quantpedia Premium (Buy Premium account to see this strategy)     
123Quantpedia Premium (Buy Premium account to see this strategy)     
135Quantpedia Premium (Buy Premium account to see this strategy)     
139Quantpedia Premium (Buy Premium account to see this strategy)     
149Quantpedia Premium (Buy Premium account to see this strategy)     
150Quantpedia Premium (Buy Premium account 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
156Quantpedia Premium (Buy Premium account to see this strategy)     
189Quantpedia Premium (Buy Premium account to see this strategy)     
198Exploiting Term Structure of VIX FuturesDailyequities19.67%0%volatility effect, volatility premium
204Quantpedia Premium (Buy Premium account to see this strategy)     
209Quantpedia Premium (Buy Premium account to see this strategy)     
216Quantpedia Premium (Buy Premium account to see this strategy)     
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
241Quantpedia Premium (Buy Premium account to see this strategy)     
256Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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