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
191Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
165Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
162Momentum Effect in Stocks in Small PortfoliosYearlyequities32.00%stock picking, momentum, momentum in stocks, equity long short
158Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
159Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
160Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
232Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
296Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
298Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
315Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
319Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
368Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
350Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
424Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
396Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
397Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
406Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
414Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-