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
IDTitleMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
201Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
202Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
203Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
204Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
205Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
206Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
207Value Factor Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.70%26.10%-17.80%0.56
208Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
209Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
210Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
211Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
212Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
213Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
214Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
215Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
216Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
217Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
218Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
219Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
220Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00