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Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.60%12.20%seasonality, stock picking, equity long short
8852-Weeks High Effect in StocksMonthlyequities11.75%11.00%stock picking, equity long short
325Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
178Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
299Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
112Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
127Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
109Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
400Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
397Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
216Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
210Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
186Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
194Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
42Alpha Cloning - Following 13F FillingsQuarterlyequities20.21%stock picking
404Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system
1Asset Class Trend FollowingMonthlyequities, bonds, commodities, REITs11.27%6.87%momentum, asset class picking, trendfollowing
52Asset Growth EffectYearlyequities20.84%14.07%stock picking, financial statements effect, equity long short