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: 52       Premium: 40       Free: 12
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
8FX MomentumMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
9FX Value - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
11Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
12Pairs Trading with StocksDailyequities11.16%5.85%pairs trading, equity long short, arbitrage
13Short Term Reversal in StocksWeeklyequities16.25%6.80%reversal, equity long short, stock picking
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
28Value and Momentum Factors across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
32Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
34Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
62Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
108Soccer Clubs' Stocks ArbitrageDailyequities42.00%50.00%reversal, stock picking, arbitrage, short selling
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
111Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
115Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
118Time Series Momentum EffectMonthlyequities, bonds, commodities, currencies16.21%11.73%momentum
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23.00%20.30%momentum, momentum in stocks, stock picking, financial statements effect, equity long short
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short