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
94Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
106Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
114January Effect in StocksMonthlyequities12.70%seasonality, stock picking
116Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
119Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
120Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
121Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
134Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
140Ramadan EffectMonthlyequities6.70%seasonality, market timing
130Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
35Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
36Net Payout Yield EffectYearlyequities22.13%stock picking, financial statements effect, value
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect, value
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.70%momentum, rotational system, country picking
16Mean Reversion Effect in Country Equity Indexes3 Yearsequities6.40%reversal, rotational system, country picking
17Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
4Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
33Post-Earnings Announcement EffectQuarterlyequities15.00%equity long short, earnings announcement, financial statements effect, stock picking
42Alpha Cloning - Following 13F FillingsQuarterlyequities20.21%stock picking