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: 54       Premium: 41       Free: 13
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
424Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
423Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
422Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
413Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
399Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
390Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
382Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%reversal, equity long short, financial statements effect, stock picking
373Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
346Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
344Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
329Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
313Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.20%volatility effect
276Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
269Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
262Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
261Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
260Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-