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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
414Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
413Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
393Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
399Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy1927-20108412.08%32.00%-91.52%Moderately strongsmall cap, stock picking0.25
363Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
110Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
421Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%Strongvalue, stock picking, financial statements effect0.28
339Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
138Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
314Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
279Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
247Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
242Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
368Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
78Betting Against Beta Factor in Country Equity IndexesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%Strongbeta factor, country picking, equity long short0.31
404Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
117Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
313Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00