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
73Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
100Trading WTI/BRENT SpreadDailycommodities39.40%21.65%pairs trading, arbitrage, spread trading
105Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
111Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
132Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
135Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
142Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
161Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
168Quantpedia 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
285Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
288Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
294Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
301Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-