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
282Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
413Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
378Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
308Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
438Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
350Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
239Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
269Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
329Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
220Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
383Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
129Dollar Carry TradeMonthlycurrencies5.60%8.53%carry trade, FX anomaly, forex system
103Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
6Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
149Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
102Option-Expiration Week EffectWeeklyequities9.30%8.70%seasonality, market timing, stock picking
156Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
402Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
310Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
9Currency Value Factor - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system