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
42Alpha Cloning - Following 13F FillingsQuarterlyequities20.21%stock picking
404Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
417Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system
1Asset Class Trend FollowingMonthlyequities, bonds, commodities, REITs11.27%6.87%momentum, asset class picking, trendfollowing
52Asset Growth EffectYearlyequities20.84%14.07%stock picking, financial statements effect, equity long short
87Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
368Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
78Betting Against Beta Factor in Country Equity IndexesMonthlyequities9.77%18.46%beta factor, country picking, equity long short
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.50%equity long short, stock picking, beta factor
345Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
381Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
6Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
131Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
412Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
429Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
379Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
234Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
401Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
406Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-