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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
315Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
400Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
397Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
64Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
180Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
264Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
354Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
182Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
278Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
402Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
305Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
396Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
78Betting Against Beta Factor in Country Equity IndexesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%Strongbeta factor, country picking, equity long short0.31
331Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
386Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
407Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
304Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
6Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
321Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
234Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00