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
243Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
244Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
245Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
246Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
247Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
248Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
249Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
222Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
223Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
224Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
225Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
226Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
227Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
228Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, financial statements effect, stock picking
207Value Factor Effect within CountriesYearlyequities14.70%26.10%value, rotational system, country picking
208Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
209Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
211Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
212Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-