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
120Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
121Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
123Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
13Short Term Reversal in StocksWeeklyequities16.25%6.80%reversal, equity long short, stock picking
29Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
30Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
56Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
71Short Term Reversal with FuturesWeeklyequities, bonds, commodities, currencies29.64%31.40%reversal, asset class picking
74Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
79Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
76Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
65Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
62Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
52Asset Growth EffectYearlyequities20.84%14.07%stock picking, financial statements effect, equity long short
25Small Capitalization Stocks Premium AnomalyYearlyequities12.08%32.00%small cap, stock picking
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%value, stock picking, financial statements effect
35Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
36Net Payout Yield EffectYearlyequities22.13%stock picking, financial statements effect, value
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect, value
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect