Screener

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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%--
4Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy12.08%Moderately strongsmall cap, stock picking
39Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
43Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
44Paired SwitchingQuarterly2equities, bondsstocks, ETFs, fundsSimple strategy11.30%Moderately strongmomentum, asset class picking, rotational system, market timing, fund picking
45Short Interest Effect - Long-Short VersionMonthly1000equitiesstocksComplex strategy19.70%Moderately strongstock picking, equity long short
49Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
50FED ModelMonthly2equities, bondsETFs, funds, futuresModerately complex strategy11.00%Moderately strongmarket timing, asset class picking
61Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy8.86%Moderately strongequity long short, stock picking, beta factor
79Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
84Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy39.40%Moderately strongpairs trading, arbitrage, spread trading
103Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
108Soccer Clubs' Stocks ArbitrageDaily20equitiesstocksModerately complex strategy42.00%Moderately strongreversal, stock picking, arbitrage, short selling
114January Effect in StocksMonthly1equitiesETFs, funds, futures, CFDsSimple strategy12.70%Moderately Strongseasonality, stock picking
119Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
120Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
121Quantpedia Premium (Sign up to see this strategy).-0---0.00%--