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
247Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
207Value Factor Effect within CountriesYearlyequities14.70%26.10%value, rotational system, country picking
380Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
203Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
148Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
370Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
58Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
135Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
326Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
209Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
20Volatility Risk Premium EffectMonthlyequities26.00%19.00%volatility effect, volatility premium
139Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
173Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
334Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
430Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
385Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
399Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
396Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-