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
353Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
382Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%style picking, rotational system, momentum
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, stock picking
68Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
328Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
391Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
126Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
365Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
113January BarometerMonthlyequities10.38%16.80%seasonality, market timing
331Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
32Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
295Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
232Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
45Short Interest Effect - Long-Short VersionMonthlyequities19.70%17.14%stock picking, equity long short
421Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
240Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
109Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
186Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-