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
409Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
326Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
405Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
173Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
241Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
306Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
20Volatility Risk Premium EffectMonthlyequities26.00%19.00%volatility effect, volatility premium
198Exploiting Term Structure of VIX FuturesDailyequities19.67%volatility effect, volatility premium
204Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
237Dispersion TradingMonthlyequities15.39%13.86%volatility effect, volatility premium
257Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
280Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
335Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
336Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
337Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
338Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
346Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
63Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
347Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
349Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-