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
360Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
385Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
189Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
177Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
183Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
138Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
412Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
417Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
399Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
137Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
340Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
248Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
176Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
290Consistent Momentum Strategy6 Monthsequities16.08%25.33%stock picking, momentum, momentum in stocks, equity long short
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
266Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
107Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
207Value Factor Effect within CountriesYearlyequities14.70%26.10%value, rotational system, country picking
26Value (Book-to-Market) FactorYearlyequities11.34%26.62%value, stock picking, financial statements effect