Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

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
18Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
35Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
224Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
403Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
254Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
9Currency Value Factor - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, financial statements effect, stock picking
292Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
380Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.20%volatility effect
99Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
434Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
265Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
286Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
320Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
296Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
421Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.60%12.20%seasonality, stock picking, equity long short
231Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-