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 RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect, value
36Net Payout Yield EffectYearlyequities22.13%stock picking, financial statements effect, value
35Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
34Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
33Post-Earnings Announcement EffectQuarterlyequities15.00%equity long short, earnings announcement, financial statements effect, stock picking
32Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
30Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
29Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
28Value and Momentum Factors across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
27Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%value, stock picking, financial statements effect
25Small Capitalization Stocks Premium AnomalyYearlyequities12.08%32.00%small cap, stock picking
24Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
23Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
20Volatility Risk Premium EffectMonthlyequities26.00%19.00%volatility effect, volatility premium
19Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-