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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
20Volatility Risk Premium EffectMonthlyequities26%19%factor investing, smart beta, volatility effect, volatility premium
41Turn of the Month in Equity IndexesDailyequities7.2%6.9%market timing, seasonality
63Quantpedia Premium (Buy Premium account to see this strategy)     
173Quantpedia Premium (Buy Premium account to see this strategy)     
204Quantpedia Premium (Buy Premium account to see this strategy)     
216Quantpedia Premium (Buy Premium account to see this strategy)     
233Quantpedia Premium (Buy Premium account to see this strategy)     
237Dispersion TradingMonthlyequities15.39%13.86%factor investing, smart beta, volatility effect, volatility premium
257Quantpedia Premium (Buy Premium account to see this strategy)     
280Quantpedia Premium (Buy Premium account to see this strategy)     
311Quantpedia Premium (Buy Premium account to see this strategy)     
329Quantpedia 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)     
405Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 3 Free and 26 Premium strategiesUpgrade to Premium to unlock Premium strategies

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