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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
13Short Term Reversal Effect in StocksWeeklyequities16.25%14.94%equity long short, factor investing, reversal, smart beta, stock picking
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
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60Quantpedia Premium (Buy Premium account to see this strategy)     
71Short Term Reversal with FuturesWeeklybonds, commodities, currencies, equities29.64%31.4%asset class picking, factor investing, reversal, smart beta
107Quantpedia Premium (Buy Premium account to see this strategy)     
115Quantpedia Premium (Buy Premium account to see this strategy)     
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164Quantpedia Premium (Buy Premium account to see this strategy)     
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188Quantpedia Premium (Buy Premium account to see this strategy)     
195Quantpedia Premium (Buy Premium account to see this strategy)     
198Exploiting Term Structure of VIX FuturesDailyequities19.67% volatility effect, volatility premium
213Quantpedia Premium (Buy Premium account to see this strategy)     
242Quantpedia Premium (Buy Premium account to see this strategy)     
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