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: 54       Premium: 41       Free: 13
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
183Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, financial statements effect, stock picking
344Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
32Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
313Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
115Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
232Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
269Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
399Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
276Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
262Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
189Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
329Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
118Time Series Momentum EffectMonthlyequities, bonds, commodities, currencies16.21%11.73%momentum
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
8Currency Momentum FactorMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23.00%20.30%momentum, momentum in stocks, stock picking, financial statements effect, equity long short