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
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.20%volatility effect
282Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
288Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
293Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
294Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
295Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
277Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
268Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
284Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
285Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
286Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
257Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
258Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
252Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
265Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
266Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
263Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
261Quantpedia 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%-