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
160Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
244Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
191Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
7Low Volatility Factor Effect in Stocks - Long-Only VersionMonthlyequities11.30%10.10%stock picking, volatility effect
209Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%style picking, rotational system, momentum
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
23Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
34Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.20%11.11%trading earnings, earnings announcement, stock picking, financial statements effect
200Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
220Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
352Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
370Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
422Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
258Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
259Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
9Currency Value Factor - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
28Value and Momentum Factors across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
81Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-