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
156Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
157Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
99Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23.00%20.30%momentum, momentum in stocks, stock picking, financial statements effect, equity long short
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
118Time Series Momentum EffectMonthlyequities, bonds, commodities, currencies16.21%11.73%momentum
124Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.60%12.20%seasonality, stock picking, equity long short
126Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
131Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
132Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
133Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
134Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
129Dollar Carry TradeMonthlycurrencies5.60%8.53%carry trade, FX anomaly, forex system
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short
140Ramadan EffectMonthlyequities6.70%seasonality, market timing
145Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
150Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
142Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-