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
70Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
73Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19%market timing, seasonality
83Pre-Holiday EffectDailyequities6.39%seasonality, market timing
90Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
94Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
100Trading WTI/BRENT SpreadDailycommodities39.40%21.65%pairs trading, arbitrage, spread trading
104Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
105Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
106Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
108Soccer Clubs' Stocks ArbitrageDailyequities42.00%50.00%reversal, stock picking, arbitrage, short selling
137Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
144Trendfollowing Effect in StocksDailyequities15.50%15.60%stock picking, momentum, momentum in stocks, trendfollowing
161Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
163Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
166Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
168Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
170Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
176Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
178Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-