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
424Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
244Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
160Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
213Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
279Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
390Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
7Low Volatility Factor Effect in Stocks - Long-Only VersionMonthlyequities11.30%10.10%stock picking, volatility effect
312Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
61Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
161Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
296Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
283Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
171Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
29Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
211Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
267Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
179Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
39Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-