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
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, stock picking
333Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.20%11.11%trading earnings, earnings announcement, stock picking, financial statements effect
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, financial statements effect, stock picking
421Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
101Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
151Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
263Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
196Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
350Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
79Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
386Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
65Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
134Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
354Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
339Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
268Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
169Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
198Exploiting Term Structure of VIX FuturesDailyequities19.67%volatility effect, volatility premium
50FED ModelMonthlyequities, bonds11.00%10.00%market timing, asset class picking