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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
63Quantpedia Premium (Buy Premium account to see this strategy)     
173Quantpedia 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)     
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)     
257Quantpedia Premium (Buy Premium account to see this strategy)     
280Quantpedia Premium (Buy Premium account to see this strategy)     
306Quantpedia Premium (Buy Premium account to see this strategy)     
311Quantpedia Premium (Buy Premium account to see this strategy)     
326Quantpedia Premium (Buy Premium account to see this strategy)     
335Quantpedia Premium (Buy Premium account to see this strategy)     
336Quantpedia Premium (Buy Premium account to see this strategy)     
337Quantpedia Premium (Buy Premium account to see this strategy)     
338Quantpedia Premium (Buy Premium account to see this strategy)     
347Quantpedia Premium (Buy Premium account to see this strategy)     
349Quantpedia Premium (Buy Premium account to see this strategy)     
402Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 3 Free and 18 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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