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
222Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
59Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
341Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
437Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
183Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
318Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
217Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
102Option-Expiration Week EffectWeeklyequities9.30%8.70%seasonality, market timing, stock picking
291Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
123Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
4Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
300Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
272Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
301Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
302Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
303Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
273Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
44Paired SwitchingQuarterlyequities, bonds11.30%9.30%momentum, asset class picking, rotational system, market timing, fund picking
175Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
90Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-