Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
181Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
182Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
183Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
184Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
185Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
186Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
187Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
188Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
189Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
190Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
191Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
192Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
193Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
194Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
195Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
196Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
197Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy2007-2011519.67%Strongvolatility effect, volatility premium
199ROA Effect within StocksMonthly1000equitiesstocksComplex strategy1972-20063512.15%13.36%Strongstock picking, equity long short, financial statements effect0.61
200Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00