Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

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: 54       Premium: 41       Free: 13
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
261Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
260Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
34Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
12Pairs Trading with StocksDailyequities11.16%5.85%pairs trading, equity long short, arbitrage
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, financial statements effect, stock picking
13Short Term Reversal in StocksWeeklyequities16.25%6.80%reversal, equity long short, stock picking
413Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
269Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
329Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
9Currency Value Factor - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
258Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
11Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
8Currency Momentum FactorMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
28Value and Momentum Factors across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.20%volatility effect
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
262Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
313Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-