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
281Skewness Effect in CommoditiesMonthlycommodities8.01%10.20%volatility effect
302Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
30Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
327Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
87Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
325Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
18Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
193Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
288Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
400Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
318Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
29Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
8852-Weeks High Effect in StocksMonthlyequities11.75%11.00%stock picking, equity long short
95Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
367Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
397Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
271Earnings Announcements Combined with Stock RepurchasesDailyequities25.20%11.11%trading earnings, earnings announcement, stock picking, financial statements effect
406Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-