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
301Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
302Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
303Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
424Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
71Short Term Reversal with FuturesWeeklyequities, bonds, commodities, currencies29.64%31.40%reversal, asset class picking
164Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
107Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%reversal, equity long short, financial statements effect, stock picking
279Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
13Short Term Reversal in StocksWeeklyequities16.25%6.80%reversal, equity long short, stock picking
11Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
382Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
242Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
213Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
72Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
16Mean Reversion Effect in Country Equity Indexes3 Yearsequities6.40%reversal, rotational system, country picking
108Soccer Clubs' Stocks ArbitrageDailyequities42.00%50.00%reversal, stock picking, arbitrage, short selling
358Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
156Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-