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
62Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
276Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
176Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
256Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
308Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
188Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
115Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
164Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
180Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.20%volatility effect
266Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
25Small Capitalization Stocks Premium AnomalyYearlyequities12.08%32.00%small cap, stock picking
362Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
108Soccer Clubs' Stocks ArbitrageDailyequities42.00%50.00%reversal, stock picking, arbitrage, short selling
415Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
120Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
236Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
285Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
286Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-