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
328Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
64Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
11Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
315Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
373Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
309Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
371Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
205Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
98Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
363Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
48Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
177Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
382Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
391Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
356Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
287Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
410Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-