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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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy1969-1995276.40%Strongreversal, rotational system, country picking
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesETFs, CFDs, funds, futuresSimple strategy1970-2003348.80%Weakmarket timing, seasonality
86Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
112Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
149Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
194Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
253Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
290Consistent Momentum Strategy6 Months1000equitiesstocksComplex strategy1980-20113216.08%25.33%Strongstock picking, momentum, momentum in stocks, equity long short0.48
340Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
411Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
432Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy1962-20024111.16%5.85%Strongpairs trading, equity long short, arbitrage1.22
24Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
41Turn of the Month in Equity IndexesDaily1equitiesETFs, futures, funds, CFDs, optionsSimple strategy1926-2005807.20%6.90%Strongmarket timing, seasonality1.04
49Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
55Pairs Trading with Country ETFsDaily22equitiesETFsModerately complex strategy1996-20091420.60%10.00%Strongpairs trading, equity long short, arbitrage1.66
58Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
63Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
64Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
69Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00