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
147Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
242Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
171Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
89Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
326Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
20Volatility Risk Premium EffectMonthlyequities26.00%19.00%volatility effect, volatility premium
217Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%momentum, stock picking, volatility effect, momentum in stocks, equity long short
312Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
390Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
135Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
206Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
424Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
359Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
279Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
85Momentum in Mutual Fund ReturnsQuarterlyequities19.00%19.50%momentum, fund picking
145Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
370Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
420Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
285Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-