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Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
6Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
131Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
235Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
303Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
304Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
321Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
334Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
403Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
86Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
23Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
43Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
56Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
59Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
73Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
100Trading WTI/BRENT SpreadDailycommodities39.40%21.65%pairs trading, arbitrage, spread trading