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
4Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
32Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
33Post-Earnings Announcement EffectQuarterlyequities15.00%equity long short, earnings announcement, financial statements effect, stock picking
34Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
35Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
36Net Payout Yield EffectYearlyequities22.13%stock picking, financial statements effect, value
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect, value
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
39Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
40Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
41Turn of the Month in Equity IndexesDailyequities7.20%6.90%market timing, seasonality
42Alpha Cloning - Following 13F FillingsQuarterlyequities20.21%stock picking
427Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
437Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
429Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
430Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
431Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
432Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
416Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-