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
213Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
167Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
205Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32.00%stock picking, momentum, momentum in stocks, equity long short
163Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
164Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
165Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
194Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
195Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
196Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
197Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
198Exploiting Term Structure of VIX FuturesDailyequities19.67%volatility effect, volatility premium
199ROA Effect within StocksMonthlyequities12.15%13.36%stock picking, equity long short, financial statements effect
200Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
201Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
202Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
203Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
185Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
186Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
187Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-