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
152Momentum Factor Effect in REITsMonthlyREITs9.51%momentum, stock picking
153Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
159Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
193Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
137Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
305Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
351Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
352Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
377Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
384Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
210Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
354Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
30Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
278Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
396Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
28Value and Momentum Factors across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
234Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
326Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
253Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system