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
198Exploiting Term Structure of VIX FuturesDailyequities19.67%volatility effect, volatility premium
45Short Interest Effect - Long-Short VersionMonthlyequities19.70%17.14%stock picking, equity long short
299Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
74Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
107Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
145Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
188Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
326Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
64Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
27Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
42Alpha Cloning - Following 13F FillingsQuarterlyequities20.21%stock picking
92Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
228Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
168Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
143Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
55Pairs Trading with Country ETFsDailyequities20.60%10.00%pairs trading, equity long short, arbitrage
68Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
52Asset Growth EffectYearlyequities20.84%14.07%stock picking, financial statements effect, equity long short
275Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
383Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-