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 RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
95Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
385Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
30Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
319Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
210Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
270Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
388Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
115Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
147Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
204Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
361Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
148Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
109Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
151Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.70%momentum, rotational system, country picking
389Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
295Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
19Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
120Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
372Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-