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: 54       Premium: 41       Free: 13
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
111Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
206Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
260Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
261Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
262Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.20%volatility effect
346Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
424Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
9Currency Value Factor - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
8Currency Momentum FactorMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
183Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
258Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
269Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-