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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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
426Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
428Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
427Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksComplex strategy8.60%Strongseasonality, stock picking, equity long short
413Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
8852-Weeks High Effect in StocksMonthly1000equitiesstocksComplex strategy11.75%Strongstock picking, equity long short
436Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
325Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
178Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
299Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
112Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.50%Strongequity long short, stock picking, financial statements effect, accruals effect
127Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
109Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
400Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
397Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
216Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
210Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
186Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
194Quantpedia Premium (Sign up to see this strategy).-0---0.00%--