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Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
181Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
182Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
183Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
184Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
185Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
186Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
187Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
188Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
189Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
190Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
191Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
192Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
193Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
194Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
195Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
196Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
197Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
198Exploiting Term Structure of VIX FuturesDailyequities19.67%volatility effect, volatility premium
199ROA Effect within StocksMonthlyequities12.15%13.36%stock picking, equity long short, financial statements effect
200Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-