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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 AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
19Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
18Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
7Low Volatility Factor Effect in Stocks - Long-Only VersionMonthly50equitiesstocksComplex strategy11.30%Strongstock picking, volatility effect
14Momentum Factor Effect in StocksMonthly1000equitiesstocksComplex strategy14.30%Strongmomentum, momentum in stocks, stock picking
13Short Term Reversal in StocksWeekly20equitiesstocksComplex strategy16.25%Strongreversal, equity long short, stock picking
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongpairs trading, equity long short, arbitrage
11Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
24Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy12.08%Moderately strongsmall cap, stock picking
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy11.34%Strongvalue, stock picking, financial statements effect
27Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15.00%Strongequity long short, earnings announcement, financial statements effect, stock picking
34Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
35Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongstock picking, financial statements effect, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.50%Strongequity long short, stock picking, financial statements effect, accruals effect
45Short Interest Effect - Long-Short VersionMonthly1000equitiesstocksComplex strategy19.70%Moderately strongstock picking, equity long short
46Short Interest Effect - Long Only versionMonthly230equitiesstocksComplex strategy26.80%Strongstock picking
51Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
52Asset Growth EffectYearly1000equitiesstocksComplex strategy20.84%Strongstock picking, financial statements effect, equity long short