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%-
239Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
237Dispersion TradingMonthlyequities15.39%13.86%volatility effect, volatility premium
234Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
230Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
231Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
197Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
199ROA Effect within StocksMonthlyequities12.15%13.36%stock picking, equity long short, financial statements effect
200Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
192Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
193Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
202Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
203Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
204Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
205Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
206Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
220Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
221Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
225Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-