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
48Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
47Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
9Currency Value Factor - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
8Currency Momentum FactorMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
5FX Carry TradeMonthlycurrencies7.49%9.70%carry trade, FX anomaly, forex system
72Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
99Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
103Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
120Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
121Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
129Dollar Carry TradeMonthlycurrencies5.60%8.53%carry trade, FX anomaly, forex system
149Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
150Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
166Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
183Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
184Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
215Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
219Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
221Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
230Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-