Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
6Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
57Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
84Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
131Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
204Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
235Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
303Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
304Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
321Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
334Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
355Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
403Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
426Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
86Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
21Momentum Effect in CommoditiesMonthly10commoditiesfutures, CFDsSimple strategy14.60%Strongmomentum, rotational system
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongrotational system, term spread
23Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
43Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
56Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
59Quantpedia Premium (Sign up to see this strategy).-0---0.00%--