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
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%style picking, rotational system, momentum
202Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
102Option-Expiration Week EffectWeeklyequities9.30%8.70%seasonality, market timing, stock picking
194Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
347Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
152Momentum Factor Effect in REITsMonthlyREITs9.51%momentum, stock picking
258Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
133Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
399Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
283Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
29Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
78Betting Against Beta Factor in Country Equity IndexesMonthlyequities9.77%18.46%beta factor, country picking, equity long short
242Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
341Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
373Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
433Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
279Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
6Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
397Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-