Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

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
316Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
111Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
322Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
314Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
403Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
395Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
419Payday AnomalyDailyequities2.57%4.31%seasonality, market timing
61Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
113January BarometerMonthlyequities10.38%16.80%seasonality, market timing
140Ramadan EffectMonthlyequities6.70%seasonality, market timing
83Pre-Holiday EffectDailyequities6.39%seasonality, market timing
161Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
102Option-Expiration Week EffectWeeklyequities9.30%8.70%seasonality, market timing, stock picking
413Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
374Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
176Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
114January Effect in StocksMonthlyequities12.70%seasonality, stock picking
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.60%12.20%seasonality, stock picking, equity long short