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
69Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
70Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
10Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
11Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
12Pairs Trading with StocksDailyequities11.16%5.85%pairs trading, equity long short, arbitrage
13Short Term Reversal in StocksWeeklyequities16.25%6.80%reversal, equity long short, stock picking
14Momentum Factor Effect in StocksMonthlyequities14.30%20.89%momentum, momentum in stocks, stock picking
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.70%momentum, rotational system, country picking
16Mean Reversion Effect in Country Equity Indexes3 Yearsequities6.40%reversal, rotational system, country picking
17Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
18Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
19Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
20Volatility Risk Premium EffectMonthlyequities26.00%19.00%volatility effect, volatility premium
24Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
25Small Capitalization Stocks Premium AnomalyYearlyequities12.08%32.00%small cap, stock picking
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%value, stock picking, financial statements effect
27Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
7Low Volatility Factor Effect in Stocks - Long-Only VersionMonthlyequities11.30%10.10%stock picking, volatility effect
29Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
3Sector Momentum - Rotational SystemMonthlyequities13.94%18.38%momentum, sector picking, rotational system