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: 54       Premium: 41       Free: 13
IDTitlePeriod Of RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
8Currency Momentum FactorMonthly10currenciesfutures, forwards, swaps, CFDsSimple strategy6.48%Strongmomentum, FX anomaly, forex system
9Currency Value Factor - PPP StrategyQuarterly10currenciesfutures, forwards, swaps, CFDsSimple strategy7.80%Strongvalue, FX anomaly, forex system
11Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongpairs trading, equity long short, arbitrage
13Short Term Reversal in StocksWeekly20equitiesstocksComplex strategy16.25%Strongreversal, equity long short, stock picking
21Momentum Effect in CommoditiesMonthly10commoditiesfutures, CFDsSimple strategy14.60%Strongmomentum, rotational system
28Value and Momentum Factors across Asset ClassesMonthly6equities, bonds, REITsETFs, funds, futuresSimple strategy11.90%Strongvalue, momentum, asset class picking
32Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
34Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
57Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
62Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
84Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
108Soccer Clubs' Stocks ArbitrageDaily20equitiesstocksModerately complex strategy42.00%Moderately strongreversal, stock picking, arbitrage, short selling
110Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
111Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
115Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
117Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
118Time Series Momentum EffectMonthly58equities, bonds, commodities, currenciesfutures, CFDsModerately complex strategy16.21%Strongmomentum
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy23.00%Strongmomentum, momentum in stocks, stock picking, financial statements effect, equity long short
136Residual Momentum FactorMonthly200equitiesstocksComplex strategy9.18%Strongmomentum, momentum in stocks, stock picking, equity long short