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
96Crude Oil Predicts Equity ReturnsMonthlyequities11.90%9.80%market timing
296Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
224Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
410Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
291Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
219Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
166Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
184Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
72Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
8Currency Momentum FactorMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
28Value and Momentum Factors across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
50FED ModelMonthlyequities, bonds11.00%10.00%market timing, asset class picking
55Pairs Trading with Country ETFsDailyequities20.60%10.00%pairs trading, equity long short, arbitrage
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
384Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
311Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
320Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
342Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
314Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
7Low Volatility Factor Effect in Stocks - Long-Only VersionMonthlyequities11.30%10.10%stock picking, volatility effect