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
421Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
332Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
330Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
369Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
94Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
233Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
165Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
24Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
225Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
273Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
40Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
266Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
33Post-Earnings Announcement EffectQuarterlyequities15.00%equity long short, earnings announcement, financial statements effect, stock picking
153Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%equity long short, earnings announcement, financial statements effect, stock picking
274Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
275Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
101Quantpedia 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
339Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-