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
436Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
381Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
345Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
153Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
167Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
407Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
187Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
74Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
199ROA Effect within StocksMonthlyequities12.15%13.36%stock picking, equity long short, financial statements effect
393Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
254Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
369Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
403Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
237Dispersion TradingMonthlyequities15.39%13.86%volatility effect, volatility premium
168Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
287Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
63Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
396Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
52Asset Growth EffectYearlyequities20.84%14.07%stock picking, financial statements effect, equity long short
354Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-