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
24Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
234Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
259Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
314Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
308Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
142Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
356Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
370Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
41Turn of the Month in Equity IndexesDailyequities7.20%6.90%market timing, seasonality
212Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
159Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
226Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
235Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
288Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
5FX Carry TradeMonthlycurrencies7.49%9.70%carry trade, FX anomaly, forex system
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
294Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
169Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
313Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-