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
127Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
128Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
112Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
113January BarometerMonthlyequities10.38%16.80%seasonality, market timing
114January Effect in StocksMonthlyequities12.70%seasonality, stock picking
115Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
116Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
130Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short
138Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
139Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
140Ramadan EffectMonthlyequities6.70%seasonality, market timing
141Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
106Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
107Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
108Soccer Clubs' Stocks ArbitrageDailyequities42.00%50.00%reversal, stock picking, arbitrage, short selling
109Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
133Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
134Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-