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
66Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
51Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
20Volatility Risk Premium EffectMonthlyequities26.00%19.00%volatility effect, volatility premium
34Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
46Short Interest Effect - Long Only versionMonthlyequities26.80%stock picking
177Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
76Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
72Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
40Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
160Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
164Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
139Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
71Short Term Reversal with FuturesWeeklyequities, bonds, commodities, currencies29.64%31.40%reversal, asset class picking
277Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
189Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
43Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
278Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect, value
336Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-