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Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
16Mean Reversion Effect in Country Equity Indexes3 Yearsequities6.40%reversal, rotational system, country picking
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
86Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
112Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
149Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
194Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
253Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
290Consistent Momentum Strategy6 Monthsequities16.08%25.33%stock picking, momentum, momentum in stocks, equity long short
340Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
411Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
12Pairs Trading with StocksDailyequities11.16%5.85%pairs trading, equity long short, arbitrage
24Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
41Turn of the Month in Equity IndexesDailyequities7.20%6.90%market timing, seasonality
49Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
55Pairs Trading with Country ETFsDailyequities20.60%10.00%pairs trading, equity long short, arbitrage
58Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
63Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
64Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
69Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
70Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-