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
387Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
192Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
319Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
200Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
309Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
422Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
133Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
154Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
40Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
398Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
323Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short
79Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
179Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
203Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
218Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
10Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
70Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
144Trendfollowing Effect in StocksDailyequities15.50%15.60%stock picking, momentum, momentum in stocks, trendfollowing