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
68Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
66Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
98Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
215Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
263Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
85Momentum in Mutual Fund ReturnsQuarterlyequities19.00%19.50%momentum, fund picking
8Currency Momentum FactorMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
250Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
166Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
308Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
360Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
243Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
268Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
299Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
431Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
418Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
69Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
437Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
14Momentum Factor Effect in StocksMonthlyequities14.30%20.89%momentum, momentum in stocks, stock picking
249Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-