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
311Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32.00%stock picking, momentum, momentum in stocks, equity long short
187Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
90Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
222Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
183Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
180Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
178Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
39Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
409Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
335Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
371Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
337Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
381Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
330Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
100Trading WTI/BRENT SpreadDailycommodities39.40%21.65%pairs trading, arbitrage, spread trading
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%equity long short, earnings announcement, financial statements effect, stock picking
333Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
233Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
108Soccer Clubs' Stocks ArbitrageDailyequities42.00%50.00%reversal, stock picking, arbitrage, short selling