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
386Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
387Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
390Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
391Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
392Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
393Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
404Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
405Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
406Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
407Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
397Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
398Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
399Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
400Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
382Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
362Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
363Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
375Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%reversal, equity long short, financial statements effect, stock picking
368Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-