Microstructure#367tier 1experimental liveNew

variance risk premium long

cadence: Dailydata: lowlong only
paper
2011
Source
Drechsler, I., Yaron, A. (2011). "What's Vol Got to Do with It?" Review of Financial Studies, 24(1), 1-45. Combined with Bollerslev-Tauchen-Zhou 2009 RFS.
Read the paper →

What it checks

When the variance risk premium (the gap between implied vol and recent realized vol) is in the top 20% of its yearly distribution, equities tend to rally over the next 2-4 weeks as the overpriced hedges unwind.

Mechanism

Variance Risk Premium (VRP) = (VIX/100)^2 minus trailing 30d realized variance of SPY. When VRP is in the top quintile of trailing 252d own-history, investors are paying an unusually high premium for downside protection — historically a +6-10%/yr forward equity-return signal as the implied-vol overpricing converges.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

(VIX/100)^2 - 30d-realized-var, top quintile of trailing 252d own-history (T+1) -> LONG risk-on equity for 10/21 trading days.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • vix_prices

    Worker data table — see services/worker schema.

  • spy_prices

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
+6-10%/yr conditional
Paper window
T+1 to T+21d

+6-10%/yr on long equity conditional on top-quintile VRP (Drechsler-Yaron 2011).

Example tickers where this is likely to fire

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

Explore variance risk premium long on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more