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
96Crude Oil Predicts Equity ReturnsMonthlyequities11.90%9.80%market timing
389Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
8Currency Momentum FactorMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
311Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
9Currency Value Factor - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
394Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
366Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
265Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
232Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
197Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
165Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
237Dispersion TradingMonthlyequities15.39%13.86%volatility effect, volatility premium
202Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
19Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
264Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
129Dollar Carry TradeMonthlycurrencies5.60%8.53%carry trade, FX anomaly, forex system
182Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
132Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
344Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
369Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-