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
181Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
185Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
187Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
218Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
47Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
200Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
257Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
252Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
408Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
172Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
72Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
316Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
319Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
68Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
298Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%reversal, equity long short, financial statements effect, stock picking
82Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
66Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
288Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
70Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-