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
408Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
70Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
301Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
69Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
82Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
81Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
300Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
124Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
56Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
97Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
307Reversal During Earnings-AnnouncementsDailyequities63.52%12.29%earnings announcement, equity long short, reversal, stock picking, trading earnings
306Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
94Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
246Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
241Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
201Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
190Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
49Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-