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
224Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
190Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
140Ramadan EffectMonthlyequities6.70%seasonality, market timing
322Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
223Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
138Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short
351Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
156Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
307Reversal During Earnings-AnnouncementsDailyequities63.52%12.29%earnings announcement, equity long short, reversal, stock picking, trading earnings
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%equity long short, earnings announcement, financial statements effect, stock picking
67Riding Industry BubblesMonthlyequities18.00%momentum, rotational system, sector picking
324Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
199ROA Effect within StocksMonthlyequities12.15%13.36%stock picking, equity long short, financial statements effect
49Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
395Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
235Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
212Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
295Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
142Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-