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
53Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
46Short Interest Effect - Long Only versionMonthlyequities26.80%stock picking
49Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
69Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
67Riding Industry BubblesMonthlyequities18.00%momentum, rotational system, sector picking
64Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
56Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
58Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
59Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
60Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
61Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
62Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%equity long short, earnings announcement, financial statements effect, stock picking
236Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
222Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
225Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
226Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
243Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
278Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
275Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-