Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
NEW: Strategy can be used as a hedge/diversification for equity markets during downturns:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Crisis Hedge:
Total: 438       Premium: 369       Free: 69
IDTitlePeriod Of RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
175Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
408Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
409Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
163Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
119Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
317Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
389Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
392Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
76Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
103Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy2007-2011519.67%Strongvolatility effect, volatility premium
201Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
204Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
269Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
311Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
378Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
379Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
380Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
381Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
416Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00