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
191Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
262Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
216Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
405Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
205Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
123Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
77Betting Against Beta Factor in StocksMonthlyequities8.86%11.50%equity long short, stock picking, beta factor
300Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
313Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
409Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
264Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
432Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
414Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
118Time Series Momentum EffectMonthlyequities, bonds, commodities, currencies16.21%11.73%momentum
73Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
337Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
267Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
362Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
231Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
209Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-