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
231Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
329Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
338Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
395Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
418Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
250Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.50%equity long short, stock picking, beta factor
410Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
165Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
432Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
284Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
298Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
166Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
221Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short
302Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
123Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
119Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
384Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-