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
19Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
404Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
151Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
368Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23.00%20.30%momentum, momentum in stocks, stock picking, financial statements effect, equity long short
427Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
244Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthlyequities12.01%20.61%reversal, equity long short, financial statements effect, stock picking
428Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
139Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
14Momentum Factor Effect in StocksMonthlyequities14.30%20.89%momentum, momentum in stocks, stock picking
352Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
174Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
173Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
289Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
100Trading WTI/BRENT SpreadDailycommodities39.40%21.65%pairs trading, arbitrage, spread trading
437Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
245Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
197Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
339Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-